Module parse 

Parsing functions for Deribit API responses into Nautilus domain types.

Functions

bar_spec_to_resolution

Converts a Nautilus BarType to a Deribit chart resolution.

build_public_trade_id

Builds a [TradeId] for a Deribit public trade, prefixing the venue ID with the trade’s provenance when applicable.

extract_server_timestamp

Extracts server timestamp from response and converts to UnixNanos.

parse_account_state

Parses Deribit account summaries into a Nautilus [AccountState].

parse_bars

Parses Deribit TradingView chart data into Nautilus [Bar]s.

parse_deribit_instrument_any

Parses a Deribit instrument into a Nautilus [InstrumentAny].

parse_instrument_kind_currency

Parses a Deribit instrument ID into kind and currency for WebSocket channel subscription.

parse_order_book

Parses Deribit order book data into a Nautilus [OrderBook].

parse_portfolio_to_account_state

Parses a Deribit WebSocket portfolio message into a Nautilus [AccountState].

parse_trade_tick

Errors

use_cost_for_bar_volume

Returns true when Bar.volume should be populated from the chart cost field (USD) instead of the volume field (base currency).