Module parse 

Parsing utilities for Binance Spot WebSocket SBE messages.

Enums

MarketDataMessage

Decoded market data message.

Functions

decode_market_data

Decode an SBE binary frame into a market data message.

parse_bbo_event

Parses a best bid/ask event into a QuoteTick using the supplied adapter initialization timestamp.

parse_depth_diff

Parses a depth diff event into OrderBookDeltas using the supplied adapter initialization timestamp for the aggregate and every inner delta.

parse_depth_snapshot

Parses a depth snapshot event into OrderBookDeltas using the supplied adapter initialization timestamp for the aggregate and every inner delta.

parse_trades_event

Parses a trades stream event into a vector of TradeTick using the supplied adapter initialization timestamp.