Module parse 

Parsers for Derive public WebSocket subscription payloads.

Functions

bar_spec_to_derive_period

Maps a Nautilus bar aggregation and step to the Derive period enum value (bucket size in seconds).

parse_candle_record

Parses a public/get_tradingview_chart_data record into a Nautilus [Bar].

parse_funding_rate

Parses a perpetual ticker payload into a [FundingRateUpdate].

parse_funding_rate_history_record

Parses a public/get_funding_rate_history record into a [FundingRateUpdate].

parse_index_price

Parses a ticker payload into an [IndexPriceUpdate].

parse_mark_price

Parses a ticker payload into a [MarkPriceUpdate].

parse_option_greeks

Parses an option ticker payload into [OptionGreeks].

parse_orderbook_deltas

Parses an order book snapshot message into Nautilus snapshot deltas.

parse_orderbook_depth10

Parses an order book snapshot message into a fixed top-10 depth update.

parse_orderbook_msg

Parses an order book subscription payload.

parse_public_ws_data

Parses a Derive public subscription payload into a typed market data update.

parse_ticker_msg

Parses a ticker subscription payload.

parse_ticker_quote

Parses a ticker message into a Nautilus top-of-book quote.

parse_ticker_quote_from_rest

Parses a REST public/get_tickers snapshot into a Nautilus top-of-book quote.

parse_trade_tick

Parses a public trade message into a Nautilus trade tick.

parse_trades_msg

Parses a public trades subscription payload.