Module parse 

Parsing functions for converting Coinbase API responses to Nautilus domain types.

Functions

coinbase_side_to_aggressor

Converts a Coinbase order side to a Nautilus aggressor side.

parse_account_state

Parses a list of Coinbase Account entries into a Nautilus [AccountState].

parse_bar

Parses a Coinbase candle into a Bar.

parse_cfm_account_state

Builds a margin [AccountState] from the CFM balance summary and the current CBI / CFM USD balances.

parse_cfm_margin_balances

Parses a CFM balance summary into a single consolidated [MarginBalance].

parse_cfm_position_status_report

Parses a single CFM position into a Nautilus [PositionStatusReport].

parse_epoch_secs_timestamp

Parses a Unix epoch seconds string to UnixNanos.

parse_fill_report

Parses a Coinbase Fill into a [FillReport].

parse_future_instrument

Parses a Coinbase dated future into a CryptoFuture.

parse_instrument

Parses a Coinbase product into the appropriate Nautilus instrument type.

parse_liquidity_side

Converts a Coinbase liquidity indicator to the Nautilus [LiquiditySide].

parse_order_side

Converts a Coinbase order side to the Nautilus [OrderSide].

parse_order_status

Converts a Coinbase order status to the Nautilus [OrderStatus].

parse_order_status_report

Parses a Coinbase Order into an [OrderStatusReport].

parse_order_type

Converts a Coinbase order type to the Nautilus [OrderType].

parse_perpetual_instrument

Parses a Coinbase perpetual futures product into a CryptoPerpetual.

parse_price

Parses a price string with the given precision.

parse_product_book_snapshot

Parses a Coinbase order book snapshot into OrderBookDeltas.

parse_quantity

Parses a quantity string with the given precision.

parse_rfc3339_timestamp

Parses an RFC 3339 timestamp string to UnixNanos.

parse_spot_instrument

Parses a Coinbase spot product into a CurrencyPair.

parse_time_in_force

Converts a Coinbase time-in-force to the Nautilus [TimeInForce].

parse_trade_tick

Parses a Coinbase trade into a TradeTick.

parse_ws_cfm_account_state

Builds a margin [AccountState] from a WebSocket-delivered FCM balance summary.

precision_from_increment

Derives precision (number of decimal places) from an increment string.