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Module parse

Module parse 

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Cross-cutting parsing helpers shared between HTTP and WebSocket layers.

Lighter’s wire payloads encode prices and order sizes as integer multiples of a per-market tick. The number of decimal places (price_decimals and size_decimals) is published once per market in the orderBookDetails REST response. The helpers here turn those mantissa/precision pairs into Nautilus [Price] and [Quantity] without a floating-point round-trip.

Constants§

MAX_DECIMALS
Maximum decimal places that fit into Nautilus [Price] / [Quantity].

Functions§

parse_micros_to_nanos
Converts a Unix microsecond timestamp into [UnixNanos].
parse_millis_to_nanos
Converts a Unix millisecond timestamp into [UnixNanos].
parse_optional_millis_to_nanos
Converts a signed Unix millisecond timestamp into [UnixNanos].
parse_price
Converts a decimal string into a Nautilus [Price] at the requested precision.
parse_price_from_ticks
Converts a Lighter price tick count into a Nautilus [Price].
parse_quantity
Converts a decimal string into a non-negative Nautilus [Quantity].
parse_quantity_from_ticks
Converts a Lighter base-amount tick count into a Nautilus [Quantity].
parse_secs_to_nanos
Converts a Unix second timestamp into [UnixNanos].
price_from_decimal
Converts a [Decimal] into a Nautilus [Price] at the requested precision.
quantity_from_decimal
Converts a [Decimal] into a non-negative Nautilus [Quantity] at the requested precision.