Skip to main content

Module parse

Module parse 

Source
Expand description

Parsing helpers for Hyperliquid WebSocket payloads.

Functionsยง

parse_ws_asset_context
Parses a WebSocket ActiveAssetCtx message into mark price, index price, and funding rate updates.
parse_ws_candle
Parses a WebSocket candle message into a Bar.
parse_ws_fill_report
Parses a WebSocket fill message into a FillReport.
parse_ws_open_interest
Parses an activeAssetCtx open interest string into an open interest custom data update.
parse_ws_order_book_deltas
Parses a WebSocket L2 order book message into OrderBookDeltas.
parse_ws_order_book_depth10
Parses a WebSocket L2 order book snapshot into OrderBookDepth10.
parse_ws_order_status_report
Parses a WebSocket order update message into an OrderStatusReport.
parse_ws_public_trade
Parses a WebSocket trade frame into a complete public Hyperliquid trade.
parse_ws_quote_tick
Parses a WebSocket BBO (best bid/offer) message into a QuoteTick.
parse_ws_trade_tick
Parses a WebSocket trade frame into a TradeTick.