Module parse 

Conversion of CoinAPI REST responses into Nautilus instruments and market data.

Price and size increments come from CoinAPI price_precision and size_precision. These are provider data resolutions, not venue trading increments. Market data values finer than the instrument precision are rejected, except for bounded numeric tails in OHLCV volume, as on the WebSocket path.

Structs

CoinApiInstrument

A native instrument with the full CoinAPI symbol_id for its transport requests and subscriptions.

Enums

InstrumentError

A CoinAPI symbol that cannot become a complete native instrument.

Functions

parse_bar

Converts a historical OHLCV period into a bar of the requested type, taking both ts_event and ts_init from time_period_end.

parse_instrument

Parses one CoinAPI symbol into a native spot, perpetual, or futures instrument.

parse_instruments

Parses the spot, perpetual, and futures symbols in a metadata response.

parse_order_book

Converts a current order book into an L2 market-by-price book stamped with time_exchange.

parse_quote_tick

Converts a historical best bid and ask, taking both ts_event and ts_init from time_exchange.

parse_trade_tick

Converts a historical trade, taking both ts_event and ts_init from time_exchange.