Functions§
- parse_
candle_ msg - Parses a candlestick snapshot message into
Bar. - parse_
index_ price_ msg - Parses an index price message into
IndexPriceUpdate. - parse_
instrument_ any - parse_
mark_ price_ msg - Parses a mark price message into
MarkPriceUpdate. - parse_
orderbook_ snapshot_ msg - Parses a snapshot order book message into
OrderBookDeltas. - parse_
orderbook_ update_ msg - Parses an order book update message into
OrderBookDeltas. - parse_
perp_ instrument - Parses a Coinbase perpetual instrument into an
InstrumentAny::CryptoPerpetual. Parses a perpetual instrument message into anInstrumentAny::CryptoPerpetual. - parse_
quote_ msg - Parses a level 1 quote message into
QuoteTick. - parse_
spot_ instrument - Parses a Coinbase spot instrument into an
InstrumentAny::CurrencyPair. Parses a spot instrument message into anInstrumentAny::CurrencyPair. - parse_
trade_ msg - Parses a trade message into
TradeTick.