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Module parse

Module parse 

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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 WsOrderUpdate into a [FillReport].
parse_ws_user_event_to_order_status_report
Parses a Coinbase user channel WsOrderUpdate into an [OrderStatusReport].