Module parse 

Parsing utilities for the Derive adapter.

Constants

DERIVE_POST_ONLY_CROSS_MARKET_ERROR_CODE

JSON-RPC error code returned when a post-only order crosses the market.

Functions

derive_order_side_to_nautilus

Maps a Derive order side back to Nautilus.

derive_order_type_to_nautilus

Maps a Derive order type back to Nautilus.

derive_order_type_to_nautilus_for_order

Maps a Derive trigger order record back to the Nautilus order type.

derive_rejection_due_post_only

Returns whether a Derive rejection means a post-only order crossed the market.

derive_status_to_nautilus

Maps a Derive order status to the Nautilus equivalent, given the current filled quantity.

derive_tif_to_nautilus

Maps a Derive TIF back to Nautilus.

derive_trigger_price_type_to_nautilus

Maps a Derive trigger price source back to Nautilus.

deserialize_derive_decimal

Deserializes a Derive decimal, rounding fractional scales above 28 digits.

deserialize_optional_derive_decimal

Deserializes an optional Derive decimal, rounding fractional scales above 28 digits.

format_instrument_id

Converts a Derive venue symbol to a Nautilus instrument ID.

format_venue_symbol

Converts a Nautilus Derive instrument ID back to the venue symbol.

order_side_to_derive

Maps a Nautilus order side to the Derive direction string.

order_type_to_derive

Maps a Nautilus order type to the Derive order type string.

parse_derive_instrument_any

Parses a Derive instrument definition into a Nautilus instrument.

time_in_force_to_derive

Maps a Nautilus time-in-force flag to the Derive TIF.

trigger_order_type_to_derive

Maps a supported Nautilus trigger order type to the child Derive order type.

trigger_price_type_to_derive

Maps Nautilus trigger price source to Derive.

trigger_type_to_derive

Maps a Nautilus trigger order type to Derive’s stop-loss/take-profit flag.