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Module parse

Module parse 

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Parse functions for converting Polymarket WebSocket messages to Nautilus data types.

Functionsยง

parse_book_deltas
Parses price change quotes into incremental [OrderBookDeltas].
parse_book_snapshot
Parses a book snapshot into [OrderBookDeltas] (CLEAR + ADD).
parse_quote_from_price_change
Parses a quote tick from a price change message using its best_bid/best_ask fields.
parse_quote_from_snapshot
Extracts a top-of-book [QuoteTick] from a book snapshot.
parse_timestamp_ms
Parses a millisecond epoch timestamp string into [UnixNanos].
parse_trade_tick
Parses a trade message into a [TradeTick].