Betfair
Provides an API integration for the Betfair spots betting exchange.
Client
Common
Config
Data
Data Types
class SubscriptionStatus
Bases: Enum
Represents a Betfair subscription status.
UNSUBSCRIBED = 0
PENDING_STARTUP = 1
RUNNING = 2
SUBSCRIBED = 3
class BSPOrderBookDelta
Bases: OrderBookDelta
static from_batch(batch: RecordBatch) → list[BSPOrderBookDelta]
static to_batch(self: BSPOrderBookDelta) → RecordBatch
classmethod schema() → Schema
action
BookAction
Return the deltas book action {ADD
, UPDATE
, DELETE
, CLEAR
}
- Return type: BookAction
- Type: OrderBookDelta.action
static capsule_from_list(list items)
static clear(InstrumentId instrument_id, uint64_t sequence, uint64_t ts_event, uint64_t ts_init)
Return an order book delta which acts as an initial CLEAR
.
- Return type: OrderBookDelta
flags
uint8_t
Return the flags for the delta.
- Return type: uint8_t
- Type: OrderBookDelta.flags
static from_dict(dict values) → OrderBookDelta
Return an order book delta from the given dict values.
- Parameters: values (dict *[*str , object ]) – The values for initialization.
- Return type: OrderBookDelta
static from_pyo3(pyo3_delta) → OrderBookDelta
Return a legacy Cython order book delta converted from the given pyo3 Rust object.
- Parameters: pyo3_delta (nautilus_pyo3.OrderBookDelta) – The pyo3 Rust order book delta to convert from.
- Return type: OrderBookDelta
static from_pyo3_list(list pyo3_deltas) → list[OrderBookDelta]
Return legacy Cython order book deltas converted from the given pyo3 Rust objects.
- Parameters: pyo3_deltas (list *[*nautilus_pyo3.OrderBookDelta ]) – The pyo3 Rust order book deltas to convert from.
- Return type: list[OrderBookDelta]
static from_raw(InstrumentId instrument_id, BookAction action, OrderSide side, int64_t price_raw, uint8_t price_prec, uint64_t size_raw, uint8_t size_prec, uint64_t order_id, uint8_t flags, uint64_t sequence, uint64_t ts_event, uint64_t ts_init) → OrderBookDelta
Return an order book delta from the given raw values.
- Parameters:
- instrument_id (InstrumentId) – The trade instrument ID.
- action (BookAction {
ADD
,UPDATE
,DELETE
,CLEAR
}) – The order book delta action. - side (OrderSide {
BUY
,SELL
}) – The order side. - price_raw (int64_t) – The order raw price (as a scaled fixed-point integer).
- price_prec (uint8_t) – The order price precision.
- size_raw (uint64_t) – The order raw size (as a scaled fixed-point integer).
- size_prec (uint8_t) – The order size precision.
- order_id (uint64_t) – The order ID.
- flags (uint8_t) – The record flags bit field, indicating event end and data information. A value of zero indicates no flags.
- sequence (uint64_t) – The unique sequence number for the update. If no sequence number provided in the source data then use a value of zero.
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the tick event occurred.
- ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the data object was initialized.
- Return type: OrderBookDelta
classmethod fully_qualified_name(cls) → str
Return the fully qualified name for the Data class.
- Return type: str
instrument_id
InstrumentId
Return the deltas book instrument ID.
- Return type: InstrumentId
- Type: OrderBookDelta.instrument_id
is_add
BookAction
If the deltas book action is an ADD
.
- Return type: bool
- Type: OrderBookDelta.is_add
is_clear
BookAction
If the deltas book action is a CLEAR
.
- Return type: bool
- Type: OrderBookDelta.is_clear
is_delete
BookAction
If the deltas book action is a DELETE
.
- Return type: bool
- Type: OrderBookDelta.is_delete
classmethod is_signal(cls, unicode name=u'') → bool
Determine if the current class is a signal type, optionally checking for a specific signal name.
- Parameters: name (str , optional) – The specific signal name to check. If name not provided or if an empty string is passed, the method checks whether the class name indicates a general signal type. If name is provided, the method checks if the class name corresponds to that specific signal.
- Returns: True if the class name matches the signal type or the specific signal name, otherwise False.
- Return type: bool
is_update
BookAction
If the deltas book action is an UPDATE
.
- Return type: bool
- Type: OrderBookDelta.is_update
static list_from_capsule(capsule) → list[OrderBookDelta]
order
BookOrder | None
Return the deltas book order for the action.
- Return type: BookOrder
- Type: OrderBookDelta.order
sequence
uint64_t
Return the sequence number for the delta.
- Return type: uint64_t
- Type: OrderBookDelta.sequence
static to_dict(OrderBookDelta obj)
Return a dictionary representation of this object.
- Return type: dict[str, object]
static to_pyo3_list(list deltas) → list[nautilus_pyo3.OrderBookDelta]
Return pyo3 Rust order book deltas converted from the given legacy Cython objects.
- Parameters: pyo3_deltas (list [OrderBookDelta ]) – The pyo3 Rust order book deltas to convert from.
- Return type: list[nautilus_pyo3.OrderBookDelta]
ts_event
int
UNIX timestamp (nanoseconds) when the data event occurred.
- Return type: int
- Type: OrderBookDelta.ts_event
ts_init
int
UNIX timestamp (nanoseconds) when the object was initialized.
- Return type: int
- Type: OrderBookDelta.ts_init
class BetfairTicker
Bases: Data
Represents a Betfair ticker.
property ts_event : int
UNIX timestamp (nanoseconds) when the data event occurred.
- Return type: int
property ts_init : int
UNIX timestamp (nanoseconds) when the object was initialized.
- Return type: int
classmethod schema()
classmethod from_dict(values: dict)
static to_dict(self: BetfairTicker)
classmethod fully_qualified_name(cls) → str
Return the fully qualified name for the Data class.
- Return type: str
classmethod is_signal(cls, unicode name=u'') → bool
Determine if the current class is a signal type, optionally checking for a specific signal name.
- Parameters: name (str , optional) – The specific signal name to check. If name not provided or if an empty string is passed, the method checks whether the class name indicates a general signal type. If name is provided, the method checks if the class name corresponds to that specific signal.
- Returns: True if the class name matches the signal type or the specific signal name, otherwise False.
- Return type: bool
class BetfairStartingPrice
Bases: Data
Represents the realised Betfair Starting Price.
property ts_event : int
UNIX timestamp (nanoseconds) when the data event occurred.
- Return type: int
property ts_init : int
UNIX timestamp (nanoseconds) when the object was initialized.
- Return type: int
classmethod schema()
classmethod from_dict(values: dict)
static to_dict(self)
classmethod fully_qualified_name(cls) → str
Return the fully qualified name for the Data class.
- Return type: str
classmethod is_signal(cls, unicode name=u'') → bool
Determine if the current class is a signal type, optionally checking for a specific signal name.
- Parameters: name (str , optional) – The specific signal name to check. If name not provided or if an empty string is passed, the method checks whether the class name indicates a general signal type. If name is provided, the method checks if the class name corresponds to that specific signal.
- Returns: True if the class name matches the signal type or the specific signal name, otherwise False.
- Return type: bool