Expand description
Parsing functions for converting Coinbase WebSocket messages to Nautilus domain types.
Functionsยง
- parse_
ws_ candle - Parses a WebSocket candle into a [
Bar]. - parse_
ws_ l2_ snapshot - Parses a WebSocket L2 snapshot event into [
OrderBookDeltas]. - parse_
ws_ l2_ update - Parses a WebSocket L2 update event into [
OrderBookDeltas]. - parse_
ws_ ticker - Parses a WebSocket ticker into a [
QuoteTick]. - parse_
ws_ trade - Parses a WebSocket trade into a [
TradeTick]. - parse_
ws_ user_ event_ to_ fill_ report - Parses a Coinbase user channel
WsOrderUpdateinto a [FillReport]. - parse_
ws_ user_ event_ to_ order_ status_ report - Parses a Coinbase user channel
WsOrderUpdateinto an [OrderStatusReport].