Expand description
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].