Betfair v2

The Betfair Rust adapter is in active parity work. This page tracks the current Rust behavior and the planned cutover from the stable guide in Betfair.

This page mirrors the main section order from Betfair. When the Rust adapter becomes the primary Betfair path, this file can replace betfair.md with small edits instead of a full rewrite.

Scope

Source of truth for this page: crates/adapters/betfair
Stable guide today: Betfair
Purpose of this page: track the current Rust surface, the known gaps, and the cutover path

Current Rust status

Area	Current Rust behavior	Difference from `betfair.md` today	Cutover work
Order types	`MARKET` only supports `AT_THE_CLOSE`; `LIMIT` supports BSP on close flows	Stable guide is still Python shaped in this area	Decide final Betfair market order model
Batch operations	`SubmitOrderList` and `BatchCancelOrders` are implemented	Stable guide used to mark these as unsupported	Keep and promote
Reconciliation scope	`reconcile_market_ids_only` uses `reconcile_market_ids`; otherwise Rust falls back to `stream_market_ids_filter`	Stable guide says stream filtering and reconciliation are separate	Decide if Rust keeps or removes this coupling
Full image cache checks	Rust uses `generate_mass_status()` at startup and does not run `check_cache_against_order_image`	Stable guide describes the Python full image cache check	Add parity or document the Rust path as final
External order filtering	`ignore_external_orders` only skips OCM updates with no `rfo`	Python also uses it during full image cache checks	Decide final filtering behavior
Config surface	No `certs_dir`, no `instrument_config`, fixed keep alive, required heartbeat value	Stable guide still documents the Python config surface	Decide whether to add parity or bless the Rust surface
SSL certificates	Stream client currently hardcodes `certs_dir=None`	Stable guide documents certificate configuration and `BETFAIR_CERTS_DIR`	Add support or remove from the future guide

Orders capability

Order types

Order Type	Supported	Notes
`MARKET`	✓*	Rust only supports `AT_THE_CLOSE`, which maps to Betfair `MARKET_ON_CLOSE`.
`LIMIT`	✓	Rust supports regular limit orders and BSP on close limit orders.
`STOP_MARKET`	-	Not supported.
`STOP_LIMIT`	-	Not supported.
`MARKET_IF_TOUCHED`	-	Not supported.
`LIMIT_IF_TOUCHED`	-	Not supported.
`TRAILING_STOP_MARKET`	-	Not supported.

Time in force

Time in force	Supported	Notes
`GTC`	✓	Maps to Betfair `PERSIST`.
`DAY`	✓	Maps to Betfair `LAPSE`.
`FOK`	✓	Maps to Betfair `FILL_OR_KILL`.
`IOC`	✓	Maps to `FILL_OR_KILL` with `min_fill_size=0`.
`AT_THE_CLOSE`	✓	Used for Betfair BSP `LIMIT_ON_CLOSE` and `MARKET_ON_CLOSE`.

Rust currently also accepts LIMIT orders in AT_THE_OPEN mode and routes them through Betfair LIMIT_ON_CLOSE instructions. Treat that as current behavior, not a settled public contract.

Batch operations

Operation	Supported	Notes
Batch Submit	✓	Implemented through `SubmitOrderList`.
Batch Modify	-	Not supported.
Batch Cancel	✓	Implemented through `BatchCancelOrders`.

Execution control flow

The current Rust execution path is:

Connect the HTTP client and fetch initial account funds.
Seed OCM state from cached orders.
Connect the Betfair execution stream and subscribe to order updates.
Generate startup mass status from listCurrentOrders.
Reconcile order and fill reports into the execution engine.

Current Rust notes:

stream_market_ids_filter filters live OCM updates.
reconcile_market_ids_only=True uses explicit reconcile_market_ids.
When reconcile_market_ids_only=False and reconcile_market_ids is unset, Rust currently falls back to stream_market_ids_filter for startup reconciliation.
Rust does not yet implement the Python check_cache_against_order_image full-image cache check.
ignore_external_orders=True currently skips only OCM updates with no rfo.

Current Rust configuration

Data client configuration

Option	Default	Notes
`account_currency`	Required	Betfair account currency.
`username`	`None`	Falls back to `BETFAIR_USERNAME`.
`password`	`None`	Falls back to `BETFAIR_PASSWORD`.
`app_key`	`None`	Falls back to `BETFAIR_APP_KEY`.
`proxy_url`	`None`	Optional HTTP proxy.
`request_rate_per_second`	`5`	General HTTP rate limit.
`default_min_notional`	`None`	Optional minimum notional override.
`event_type_ids`	`None`	Optional navigation filter.
`event_type_names`	`None`	Optional navigation filter.
`event_ids`	`None`	Optional navigation filter.
`country_codes`	`None`	Optional navigation filter.
`market_types`	`None`	Optional navigation filter.
`market_ids`	`None`	Optional navigation filter.
`min_market_start_time`	`None`	Optional navigation filter.
`max_market_start_time`	`None`	Optional navigation filter.
`stream_host`	`None`	Optional stream host override.
`stream_port`	`None`	Optional stream port override.
`stream_heartbeat_ms`	`5,000`	Required in Rust today.
`stream_idle_timeout_ms`	`60,000`	Idle timeout before reconnect.
`stream_reconnect_delay_initial_ms`	`2,000`	Initial reconnect delay.
`stream_reconnect_delay_max_ms`	`30,000`	Maximum reconnect delay.
`stream_use_tls`	`True`	Use TLS for the stream connection.
`stream_conflate_ms`	`None`	Explicit conflation setting.
`subscription_delay_secs`	`3`	Delay before the first market subscription.
`subscribe_race_data`	`False`	Subscribe to RCM updates.

Rust does not yet expose certs_dir or instrument_config. Rust also uses a fixed 36,000 second keep-alive interval.

Execution client configuration

Option	Default	Notes
`trader_id`	`TRADER-001`	Trader ID for the client core.
`account_id`	`BETFAIR-001`	Account ID for the client core.
`account_currency`	`GBP`	Betfair account currency.
`username`	`None`	Falls back to `BETFAIR_USERNAME`.
`password`	`None`	Falls back to `BETFAIR_PASSWORD`.
`app_key`	`None`	Falls back to `BETFAIR_APP_KEY`.
`proxy_url`	`None`	Optional HTTP proxy.
`request_rate_per_second`	`5`	General HTTP rate limit.
`order_request_rate_per_second`	`20`	Order endpoint rate limit.
`stream_host`	`None`	Optional stream host override.
`stream_port`	`None`	Optional stream port override.
`stream_heartbeat_ms`	`5,000`	Required in Rust today.
`stream_idle_timeout_ms`	`60,000`	Idle timeout before reconnect.
`stream_reconnect_delay_initial_ms`	`2,000`	Initial reconnect delay.
`stream_reconnect_delay_max_ms`	`30,000`	Maximum reconnect delay.
`stream_use_tls`	`True`	Use TLS for the stream connection.
`stream_market_ids_filter`	`None`	Optional live OCM market filter.
`ignore_external_orders`	`False`	Only skips OCM updates with no `rfo`.
`calculate_account_state`	`True`	Gates periodic account state polling in Rust today.
`request_account_state_secs`	`300`	Poll interval for account funds.
`reconcile_market_ids_only`	`False`	When `True`, use `reconcile_market_ids`.
`reconcile_market_ids`	`None`	Explicit startup reconciliation market IDs.
`use_market_version`	`False`	Attach market version to place and replace requests.

Rust does not yet expose certs_dir or instrument_config.

Cutover plan

Use this page as the transition tracker until the Rust adapter becomes the primary Betfair path.

At cutover:

Decide whether Rust keeps its current reconciliation filter behavior or matches the Python split.
Decide whether Rust adds certificate configuration and other Python config fields.
Decide whether Rust keeps BSP-only MARKET orders or adds the Python aggressive-limit path.
Promote this file to betfair.md.
Move any remaining Python-only notes into a short legacy note or release note.

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