Betfair ¶
Provides an API integration for the Betfair spots betting exchange.
Client ¶
- class BetfairHttpClient ( username : str , password : str , app_key : str ) ¶
-
Bases:
object
Provides a HTTP client for Betfair .
- async keep_alive ( ) None ¶
-
Renew authentication.
-
List the tree (navigation) of all betfair markets.
- async list_market_catalogue ( filter_ : MarketFilter , market_projection : list [ betfair_parser.spec.betting.enums.MarketProjection ] | None = None , sort : betfair_parser.spec.betting.enums.MarketSort | None = None , max_results : int = 1000 , locale : str | None = None ) list [ betfair_parser.spec.betting.type_definitions.MarketCatalogue ] ¶
-
Return specific data about markets.
Common ¶
Config ¶
- class BetfairDataClientConfig ( handle_revised_bars : bool = False , instrument_provider : InstrumentProviderConfig = InstrumentProviderConfig(load_all=False, load_ids=None, filters=None, filter_callable=None, log_warnings=True) , routing : RoutingConfig = RoutingConfig(default=False, venues=None) , * , account_currency : str , username : str | None = None , password : str | None = None , app_key : str | None = None , cert_dir : str | None = None , instrument_config : nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig | None = None ) ¶
-
Bases:
LiveDataClientConfig
Configuration for
BetfairDataClient
instances.- Parameters :
-
-
username ( str , optional ) – The Betfair account username.
-
password ( str , optional ) – The Betfair account password.
-
app_key ( str , optional ) – The betfair application key.
-
cert_dir ( str , optional ) – The local directory that contains the betfair certificates.
-
- dict ( ) dict [ str , Any ] ¶
-
Return a dictionary representation of the configuration.
- Returns :
-
dict[str, Any]
- classmethod fully_qualified_name ( ) str ¶
-
Return the fully qualified name for the NautilusConfig class.
- Returns :
-
str
References
- property id : str ¶
-
Return the hashed identifier for the configuration.
- Returns :
-
str
- json ( ) bytes ¶
-
Return serialized JSON encoded bytes.
- Returns :
-
bytes
- json_primitives ( ) dict [ str , Any ] ¶
-
Return a dictionary representation of the configuration with JSON primitive types as values.
- Returns :
-
dict[str, Any]
- classmethod parse ( raw : bytes | str ) Any ¶
-
Return a decoded object of the given cls .
- Parameters :
-
-
cls ( type ) – The type to decode to.
-
raw ( bytes or str ) – The raw bytes or JSON string to decode.
-
- Returns :
-
Any
- validate ( ) bool ¶
-
Return whether the configuration can be represented as valid JSON.
- Returns :
-
bool
- class BetfairExecClientConfig ( instrument_provider : InstrumentProviderConfig = InstrumentProviderConfig(load_all=False, load_ids=None, filters=None, filter_callable=None, log_warnings=True) , routing : RoutingConfig = RoutingConfig(default=False, venues=None) , * , account_currency : str , username : str | None = None , password : str | None = None , app_key : str | None = None , cert_dir : str | None = None , instrument_config : nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig | None = None , request_account_state_period : int | None = None ) ¶
-
Bases:
LiveExecClientConfig
Configuration for
BetfairExecClient
instances.- Parameters :
-
-
username ( str , optional ) – The Betfair account username.
-
password ( str , optional ) – The Betfair account password.
-
app_key ( str , optional ) – The betfair application key.
-
cert_dir ( str , optional ) – The local directory that contains the betfair certificates.
-
- dict ( ) dict [ str , Any ] ¶
-
Return a dictionary representation of the configuration.
- Returns :
-
dict[str, Any]
- classmethod fully_qualified_name ( ) str ¶
-
Return the fully qualified name for the NautilusConfig class.
- Returns :
-
str
References
- property id : str ¶
-
Return the hashed identifier for the configuration.
- Returns :
-
str
- json ( ) bytes ¶
-
Return serialized JSON encoded bytes.
- Returns :
-
bytes
- json_primitives ( ) dict [ str , Any ] ¶
-
Return a dictionary representation of the configuration with JSON primitive types as values.
- Returns :
-
dict[str, Any]
- classmethod parse ( raw : bytes | str ) Any ¶
-
Return a decoded object of the given cls .
- Parameters :
-
-
cls ( type ) – The type to decode to.
-
raw ( bytes or str ) – The raw bytes or JSON string to decode.
-
- Returns :
-
Any
- validate ( ) bool ¶
-
Return whether the configuration can be represented as valid JSON.
- Returns :
-
bool
Data ¶
- class BetfairDataClient ( loop : AbstractEventLoop , client : BetfairHttpClient , msgbus : MessageBus , cache : Cache , clock : LiveClock , instrument_provider : BetfairInstrumentProvider , account_currency : Currency ) ¶
-
Bases:
LiveMarketDataClient
Provides a data client for the Betfair API.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the client.
-
client ( BetfairClient ) – The betfair HttpClient
-
msgbus ( MessageBus ) – The message bus for the client.
-
cache ( Cache ) – The cache for the client.
-
clock ( LiveClock ) – The clock for the client.
-
instrument_provider ( BetfairInstrumentProvider , optional ) – The instrument provider.
-
- on_market_update ( raw : bytes ) None ¶
-
Handle an update from the data stream socket.
- connect ( ) None ¶
-
Connect the client.
- create_task ( coro : Coroutine , log_msg : str | None = None , actions : collections.abc.Callable | None = None , success_msg : str | None = None , success_color : LogColor = LogColor.NORMAL ) Task ¶
-
Run the given coroutine with error handling and optional callback actions when done.
- Parameters :
-
-
coro ( Coroutine ) – The coroutine to run.
-
log_msg ( str , optional ) – The log message for the task.
-
actions ( Callable , optional ) – The actions callback to run when the coroutine is done.
-
success_msg ( str , optional ) – The log message to write on actions success.
-
success_color (LogColor, default
NORMAL
) – The log message color for actions success.
-
- Returns :
-
asyncio.Task
- degrade ( self ) void ¶
-
Degrade the component.
While executing on_degrade() any exception will be logged and reraised, then the component will remain in a
DEGRADING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- disconnect ( ) None ¶
-
Disconnect the client.
- dispose ( self ) void ¶
-
Dispose of the component.
While executing on_dispose() any exception will be logged and reraised, then the component will remain in a
DISPOSING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- fault ( self ) void ¶
-
Fault the component.
Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.
While executing on_fault() any exception will be logged and reraised, then the component will remain in a
FAULTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the components class.
- Returns :
-
str
References
- id ¶
-
The components ID.
- Returns :
-
ComponentId
- is_connected ¶
-
If the client is connected.
- Returns :
-
bool
- is_degraded ¶
-
bool
Return whether the current component state is
DEGRADED
.- Returns :
-
bool
- Type :
-
Component.is_degraded
- is_disposed ¶
-
bool
Return whether the current component state is
DISPOSED
.- Returns :
-
bool
- Type :
-
Component.is_disposed
- is_faulted ¶
-
bool
Return whether the current component state is
FAULTED
.- Returns :
-
bool
- Type :
-
Component.is_faulted
- is_initialized ¶
-
bool
Return whether the component has been initialized (component.state >=
INITIALIZED
).- Returns :
-
bool
- Type :
-
Component.is_initialized
- is_running ¶
-
bool
Return whether the current component state is
RUNNING
.- Returns :
-
bool
- Type :
-
Component.is_running
- is_stopped ¶
-
bool
Return whether the current component state is
STOPPED
.- Returns :
-
bool
- Type :
-
Component.is_stopped
- request ( self , DataType data_type , UUID4 correlation_id ) void ¶
-
Request data for the given data type.
- request_bars ( self , BarType bar_type , int limit , UUID4 correlation_id , datetime start=None , datetime end=None ) void ¶
-
Request historical Bar data.
- Parameters :
-
-
bar_type ( BarType ) – The bar type for the request.
-
limit ( int ) – The limit for the number of returned bars.
-
correlation_id ( UUID4 ) – The correlation ID for the request.
-
start ( datetime , optional ) – The start datetime (UTC) of request time range (inclusive).
-
end ( datetime , optional ) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
-
- request_instrument ( self , InstrumentId instrument_id , UUID4 correlation_id , datetime start=None , datetime end=None ) void ¶
-
Request Instrument data for the given instrument ID.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The instrument ID for the request.
-
correlation_id ( UUID4 ) – The correlation ID for the request.
-
start ( datetime , optional ) – The start datetime (UTC) of request time range (inclusive).
-
end ( datetime , optional ) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
-
- request_instruments ( self , Venue venue , UUID4 correlation_id , datetime start=None , datetime end=None ) void ¶
-
Request all Instrument data for the given venue.
- Parameters :
-
-
venue ( Venue ) – The venue for the request.
-
correlation_id ( UUID4 ) – The correlation ID for the request.
-
start ( datetime , optional ) – The start datetime (UTC) of request time range (inclusive).
-
end ( datetime , optional ) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
-
- request_quote_ticks ( self , InstrumentId instrument_id , int limit , UUID4 correlation_id , datetime start=None , datetime end=None ) void ¶
-
Request historical QuoteTick data.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The tick instrument ID for the request.
-
limit ( int ) – The limit for the number of returned ticks.
-
correlation_id ( UUID4 ) – The correlation ID for the request.
-
start ( datetime , optional ) – The start datetime (UTC) of request time range (inclusive).
-
end ( datetime , optional ) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
-
- request_trade_ticks ( self , InstrumentId instrument_id , int limit , UUID4 correlation_id , datetime start=None , datetime end=None ) void ¶
-
Request historical TradeTick data.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The tick instrument ID for the request.
-
limit ( int ) – The limit for the number of returned ticks.
-
correlation_id ( UUID4 ) – The correlation ID for the request.
-
start ( datetime , optional ) – The start datetime (UTC) of request time range (inclusive).
-
end ( datetime , optional ) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
-
- reset ( self ) void ¶
-
Reset the component.
All stateful fields are reset to their initial value.
While executing on_reset() any exception will be logged and reraised, then the component will remain in a
RESETTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- resume ( self ) void ¶
-
Resume the component.
While executing on_resume() any exception will be logged and reraised, then the component will remain in a
RESUMING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- async run_after_delay ( delay : float , coro : Coroutine ) None ¶
-
Run the given coroutine after a delay.
- Parameters :
-
-
delay ( float ) – The delay (seconds) before running the coroutine.
-
coro ( Coroutine ) – The coroutine to run after the initial delay.
-
- start ( self ) void ¶
-
Start the component.
While executing on_start() any exception will be logged and reraised, then the component will remain in a
STARTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- state ¶
-
ComponentState
Return the components current state.
- Returns :
-
ComponentState
- Type :
-
Component.state
- stop ( self ) void ¶
-
Stop the component.
While executing on_stop() any exception will be logged and reraised, then the component will remain in a
STOPPING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- subscribe ( self , DataType data_type ) void ¶
-
Subscribe to data for the given data type.
- Parameters :
-
data_type ( DataType ) – The data type for the subscription.
- subscribe_bars ( self , BarType bar_type ) void ¶
-
Subscribe to Bar data for the given bar type.
- Parameters :
-
bar_type ( BarType ) – The bar type to subscribe to.
- subscribe_instrument ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to the Instrument with the given instrument ID.
- subscribe_instrument_close ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to InstrumentClose updates for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to subscribe to.
- subscribe_instrument_status ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to InstrumentStatus data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to subscribe to.
- subscribe_instruments ( self ) void ¶
-
Subscribe to all Instrument data.
- subscribe_order_book_deltas ( self , InstrumentId instrument_id , BookType book_type , int depth=0 , dict kwargs=None ) void ¶
-
Subscribe to OrderBookDeltas data for the given instrument ID.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The order book instrument to subscribe to.
-
book_type (BookType {
L1_MBP
,L2_MBP
,L3_MBO
}) – The order book type. -
depth ( int , optional , default None ) – The maximum depth for the subscription.
-
kwargs ( dict , optional ) – The keyword arguments for exchange specific parameters.
-
- subscribe_order_book_snapshots ( self , InstrumentId instrument_id , BookType book_type , int depth=0 , dict kwargs=None ) void ¶
-
Subscribe to OrderBook snapshots data for the given instrument ID.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The order book instrument to subscribe to.
-
book_type (BookType {
L1_MBP
,L2_MBP
,L3_MBO
}) – The order book level. -
depth ( int , optional ) – The maximum depth for the order book. A depth of 0 is maximum depth.
-
kwargs ( dict , optional ) – The keyword arguments for exchange specific parameters.
-
- subscribe_quote_ticks ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to QuoteTick data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to subscribe to.
- subscribe_trade_ticks ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to TradeTick data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to subscribe to.
- subscribe_venue_status ( self , Venue venue ) void ¶
-
Subscribe to InstrumentStatus data for the venue.
- Parameters :
-
venue ( Venue ) – The venue to subscribe to.
- subscribed_bars ( self ) list ¶
-
Return the bar types subscribed to.
- Returns :
-
list[BarType]
- subscribed_custom_data ( self ) list ¶
-
Return the custom data types subscribed to.
- Returns :
-
list[DataType]
- subscribed_instrument_close ( self ) list ¶
-
Return the instrument closes subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_instrument_status ( self ) list ¶
-
Return the status update instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_instruments ( self ) list ¶
-
Return the instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_order_book_deltas ( self ) list ¶
-
Return the order book delta instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_order_book_snapshots ( self ) list ¶
-
Return the order book snapshot instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_quote_ticks ( self ) list ¶
-
Return the quote tick instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_trade_ticks ( self ) list ¶
-
Return the trade tick instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_venue_status ( self ) list ¶
-
Return the status update instruments subscribed to.
- Returns :
-
list[InstrumentId]
- trader_id ¶
-
The trader ID associated with the component.
- Returns :
-
TraderId
- type ¶
-
The components type.
- Returns :
-
type
- unsubscribe ( self , DataType data_type ) void ¶
-
Unsubscribe from data for the given data type.
- Parameters :
-
data_type ( DataType ) – The data type for the subscription.
- unsubscribe_bars ( self , BarType bar_type ) void ¶
-
Unsubscribe from Bar data for the given bar type.
- Parameters :
-
bar_type ( BarType ) – The bar type to unsubscribe from.
- unsubscribe_instrument ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from Instrument data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The instrument to unsubscribe from.
- unsubscribe_instrument_close ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from InstrumentClose data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to unsubscribe from.
- unsubscribe_instrument_status ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from InstrumentStatus data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The instrument status updates to unsubscribe from.
- unsubscribe_instruments ( self ) void ¶
-
Unsubscribe from all Instrument data.
- unsubscribe_order_book_deltas ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from OrderBookDeltas data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The order book instrument to unsubscribe from.
- unsubscribe_order_book_snapshots ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from OrderBook snapshots data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The order book instrument to unsubscribe from.
- unsubscribe_quote_ticks ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from QuoteTick data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to unsubscribe from.
- unsubscribe_trade_ticks ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from TradeTick data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to unsubscribe from.
- unsubscribe_venue_status ( self , Venue venue ) void ¶
-
Unsubscribe from InstrumentStatus data for the given venue.
- Parameters :
-
venue ( Venue ) – The venue to unsubscribe from.
- venue ¶
-
The clients venue ID (if applicable).
- Returns :
-
Venue or
None
Data Types ¶
- class SubscriptionStatus ( value , names = None , * , module = None , qualname = None , type = None , start = 1 , boundary = None ) ¶
-
Bases:
Enum
Represents a Betfair subscription status.
- class BSPOrderBookDelta ¶
-
Bases:
OrderBookDelta
- action ¶
-
BookAction
Return the deltas book action {
ADD
,UPDATE
,DELETE
,CLEAR
}- Returns :
-
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
.- Returns :
-
OrderBookDelta
- flags ¶
-
uint8_t
Return the flags for the delta.
- Returns :
-
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.
- Returns :
-
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.
- Returns :
-
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.
- Returns :
-
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 precision integer).
-
price_prec ( uint8_t ) – The order price precision.
-
size_raw ( uint64_t ) – The order raw size (as a scaled fixed precision 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 packet 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 ) – The UNIX timestamp (nanoseconds) when the tick event occurred.
-
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the data object was initialized.
-
- Returns :
-
OrderBookDelta
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the Data class.
- Returns :
-
str
References
- instrument_id ¶
-
InstrumentId
Return the deltas book instrument ID.
- Returns :
-
InstrumentId
- Type :
-
OrderBookDelta.instrument_id
- is_add ¶
-
BookAction
If the deltas book action is an
ADD
.- Returns :
-
bool
- Type :
-
OrderBookDelta.is_add
- is_clear ¶
-
BookAction
If the deltas book action is a
CLEAR
.- Returns :
-
bool
- Type :
-
OrderBookDelta.is_clear
- is_delete ¶
-
BookAction
If the deltas book action is a
DELETE
.- Returns :
-
bool
- Type :
-
OrderBookDelta.is_delete
- is_update ¶
-
BookAction
If the deltas book action is an
UPDATE
.- Returns :
-
bool
- Type :
-
OrderBookDelta.is_update
- static list_from_capsule ( capsule ) list [ OrderBookDelta ] ¶
- order ¶
-
BookOrder | None
Return the deltas book order for the action.
- Returns :
-
BookOrder
- Type :
-
OrderBookDelta.order
- sequence ¶
-
uint64_t
Return the sequence number for the delta.
- Returns :
-
uint64_t
- Type :
-
OrderBookDelta.sequence
- static to_dict ( OrderBookDelta obj ) ¶
-
Return a dictionary representation of this object.
- Returns :
-
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.
- Returns :
-
list[nautilus_pyo3.OrderBookDelta]
- ts_event ¶
-
int
The UNIX timestamp (nanoseconds) when the data event occurred.
- Returns :
-
int
- Type :
-
OrderBookDelta.ts_event
- ts_init ¶
-
int
The UNIX timestamp (nanoseconds) when the object was initialized.
- Returns :
-
int
- Type :
-
OrderBookDelta.ts_init
- class BetfairTicker ( instrument_id : InstrumentId , ts_event : int , ts_init : int , last_traded_price : float | None = None , traded_volume : float | None = None , starting_price_near : float | None = None , starting_price_far : float | None = None ) ¶
-
Bases:
Data
Represents a Betfair ticker.
- property ts_event : int ¶
-
The UNIX timestamp (nanoseconds) when the data event occurred.
- Returns :
-
int
- property ts_init : int ¶
-
The UNIX timestamp (nanoseconds) when the object was initialized.
- Returns :
-
int
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the Data class.
- Returns :
-
str
References
- class BetfairStartingPrice ( instrument_id : InstrumentId , ts_event : int , ts_init : int , bsp : float | None = None ) ¶
-
Bases:
Data
Represents the realised Betfair Starting Price.
- property ts_event : int ¶
-
The UNIX timestamp (nanoseconds) when the data event occurred.
- Returns :
-
int
- property ts_init : int ¶
-
The UNIX timestamp (nanoseconds) when the object was initialized.
- Returns :
-
int
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the Data class.
- Returns :
-
str
References
Execution ¶
- class BetfairExecutionClient ( loop : AbstractEventLoop , client : BetfairHttpClient , account_currency : Currency , msgbus : MessageBus , cache : Cache , clock : LiveClock , instrument_provider : BetfairInstrumentProvider , request_account_state_period : int = 300 ) ¶
-
Bases:
LiveExecutionClient
Provides an execution client for Betfair.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the client.
-
client ( BetfairHttpClient ) – The Betfair HttpClient.
-
account_currency ( Currency ) – The account base currency for the client.
-
msgbus ( MessageBus ) – The message bus for the client.
-
cache ( Cache ) – The cache for the client.
-
clock ( LiveClock ) – The clock for the client.
-
instrument_provider ( BetfairInstrumentProvider ) – The instrument provider.
-
- async generate_order_status_report ( instrument_id : InstrumentId , client_order_id : nautilus_trader.model.identifiers.ClientOrderId | None = None , venue_order_id : nautilus_trader.model.identifiers.VenueOrderId | None = None ) nautilus_trader.execution.reports.OrderStatusReport | None ¶
-
Generate an OrderStatusReport for the given order identifier parameter(s).
If the order is not found, or an error occurs, then logs and returns
None
.- Parameters :
-
-
instrument_id ( InstrumentId ) – The instrument ID for the report.
-
client_order_id ( ClientOrderId , optional ) – The client order ID for the report.
-
venue_order_id ( VenueOrderId , optional ) – The venue order ID for the report.
-
- Returns :
-
OrderStatusReport or
None
- Raises :
-
ValueError – If both the client_order_id and venue_order_id are
None
.
- async generate_order_status_reports ( instrument_id : nautilus_trader.model.identifiers.InstrumentId | None = None , start : pandas._libs.tslibs.timestamps.Timestamp | None = None , end : pandas._libs.tslibs.timestamps.Timestamp | None = None , open_only : bool = False ) list [ nautilus_trader.execution.reports.OrderStatusReport ] ¶
-
Generate a list of ` OrderStatusReport`s with optional query filters.
The returned list may be empty if no orders match the given parameters.
- Parameters :
-
-
instrument_id ( InstrumentId , optional ) – The instrument ID query filter.
-
start ( pd.Timestamp , optional ) – The start datetime (UTC) query filter.
-
end ( pd.Timestamp , optional ) – The end datetime (UTC) query filter.
-
open_only ( bool , default False ) – If the query is for open orders only.
-
- Returns :
-
list[OrderStatusReport]
- async generate_fill_reports ( instrument_id : nautilus_trader.model.identifiers.InstrumentId | None = None , venue_order_id : nautilus_trader.model.identifiers.VenueOrderId | None = None , start : pandas._libs.tslibs.timestamps.Timestamp | None = None , end : pandas._libs.tslibs.timestamps.Timestamp | None = None ) list [ nautilus_trader.execution.reports.FillReport ] ¶
-
Generate a list of ` FillReport`s with optional query filters.
The returned list may be empty if no trades match the given parameters.
- Parameters :
-
-
instrument_id ( InstrumentId , optional ) – The instrument ID query filter.
-
venue_order_id ( VenueOrderId , optional ) – The venue order ID (assigned by the venue) query filter.
-
start ( pd.Timestamp , optional ) – The start datetime (UTC) query filter.
-
end ( pd.Timestamp , optional ) – The end datetime (UTC) query filter.
-
- Returns :
-
list[FillReport]
- async generate_position_status_reports ( instrument_id : nautilus_trader.model.identifiers.InstrumentId | None = None , start : pandas._libs.tslibs.timestamps.Timestamp | None = None , end : pandas._libs.tslibs.timestamps.Timestamp | None = None ) list [ nautilus_trader.execution.reports.PositionStatusReport ] ¶
-
Generate a list of ` PositionStatusReport`s with optional query filters.
The returned list may be empty if no positions match the given parameters.
- Parameters :
-
-
instrument_id ( InstrumentId , optional ) – The instrument ID query filter.
-
start ( pd.Timestamp , optional ) – The start datetime (UTC) query filter.
-
end ( pd.Timestamp , optional ) – The end datetime (UTC) query filter.
-
- Returns :
-
list[PositionStatusReport]
- async check_account_currency ( ) None ¶
-
Check account currency against BetfairHttpClient .
- handle_order_stream_update ( raw : bytes ) None ¶
-
Handle an update from the order stream socket.
- async wait_for_order ( venue_order_id : VenueOrderId , timeout_seconds : float = 10.0 ) nautilus_trader.model.identifiers.ClientOrderId | None ¶
-
We may get an order update from the socket before our submit_order response has come back (with our bet_id).
As a precaution, wait up to timeout_seconds for the bet_id to be added to self.order_id_to_client_order_id .
- account_id ¶
-
The clients account ID.
- Returns :
-
AccountId or
None
- account_type ¶
-
The clients account type.
- Returns :
-
AccountType
- base_currency ¶
-
The clients account base currency (None for multi-currency accounts).
- Returns :
-
Currency or
None
- batch_cancel_orders ( self , BatchCancelOrders command ) void ¶
-
Batch cancel orders for the instrument ID contained in the given command.
- Parameters :
-
command ( BatchCancelOrders ) – The command to execute.
- cancel_all_orders ( self , CancelAllOrders command ) void ¶
-
Cancel all orders for the instrument ID contained in the given command.
- Parameters :
-
command ( CancelAllOrders ) – The command to execute.
- cancel_order ( self , CancelOrder command ) void ¶
-
Cancel the order with the client order ID contained in the given command.
- Parameters :
-
command ( CancelOrder ) – The command to execute.
- connect ( ) None ¶
-
Connect the client.
- create_task ( coro : Coroutine , log_msg : str | None = None , actions : collections.abc.Callable | None = None , success_msg : str | None = None , success_color : LogColor = LogColor.NORMAL ) Task ¶
-
Run the given coroutine with error handling and optional callback actions when done.
- Parameters :
-
-
coro ( Coroutine ) – The coroutine to run.
-
log_msg ( str , optional ) – The log message for the task.
-
actions ( Callable , optional ) – The actions callback to run when the coroutine is done.
-
success_msg ( str , optional ) – The log message to write on actions success.
-
success_color (str, default
NORMAL
) – The log message color for actions success.
-
- Returns :
-
asyncio.Task
- degrade ( self ) void ¶
-
Degrade the component.
While executing on_degrade() any exception will be logged and reraised, then the component will remain in a
DEGRADING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- disconnect ( ) None ¶
-
Disconnect the client.
- dispose ( self ) void ¶
-
Dispose of the component.
While executing on_dispose() any exception will be logged and reraised, then the component will remain in a
DISPOSING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- fault ( self ) void ¶
-
Fault the component.
Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.
While executing on_fault() any exception will be logged and reraised, then the component will remain in a
FAULTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the components class.
- Returns :
-
str
References
- generate_account_state ( self , list balances , list margins , bool reported , uint64_t ts_event , dict info=None ) void ¶
-
Generate an AccountState event and publish on the message bus.
- Parameters :
-
-
balances ( list [ AccountBalance ] ) – The account balances.
-
margins ( list [ MarginBalance ] ) – The margin balances.
-
reported ( bool ) – If the balances are reported directly from the exchange.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the account state event occurred.
-
info ( dict [ str , object ] ) – The additional implementation specific account information.
-
- async generate_mass_status ( lookback_mins : int | None = None ) nautilus_trader.execution.reports.ExecutionMassStatus | None ¶
-
Generate an ExecutionMassStatus report.
- Parameters :
-
lookback_mins ( int , optional ) – The maximum lookback for querying closed orders, trades and positions.
- Returns :
-
ExecutionMassStatus or
None
- generate_order_accepted ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderAccepted event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order accepted event occurred.
-
- generate_order_cancel_rejected ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , unicode reason , uint64_t ts_event ) void ¶
-
Generate an OrderCancelRejected event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
reason ( str ) – The order cancel rejected reason.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order cancel rejected event occurred.
-
- generate_order_canceled ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderCanceled event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when order canceled event occurred.
-
- generate_order_expired ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderExpired event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order expired event occurred.
-
- generate_order_filled ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , PositionId venue_position_id: PositionId | None , TradeId trade_id , OrderSide order_side , OrderType order_type , Quantity last_qty , Price last_px , Currency quote_currency , Money commission , LiquiditySide liquidity_side , uint64_t ts_event ) void ¶
-
Generate an OrderFilled event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
trade_id ( TradeId ) – The trade ID.
-
venue_position_id (PositionId, optional with no default so
None
must be passed explicitly) – The venue position ID associated with the order. If the trading venue has assigned a position ID / ticket then pass that here, otherwise passNone
and the execution engine OMS will handle position ID resolution. -
order_side (OrderSide {
BUY
,SELL
}) – The execution order side. -
order_type ( OrderType ) – The execution order type.
-
last_qty ( Quantity ) – The fill quantity for this execution.
-
last_px ( Price ) – The fill price for this execution (not average price).
-
quote_currency ( Currency ) – The currency of the price.
-
commission ( Money ) – The fill commission.
-
liquidity_side (LiquiditySide {
NO_LIQUIDITY_SIDE
,MAKER
,TAKER
}) – The execution liquidity side. -
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order filled event occurred.
-
- generate_order_modify_rejected ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , unicode reason , uint64_t ts_event ) void ¶
-
Generate an OrderModifyRejected event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
reason ( str ) – The order update rejected reason.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order update rejection event occurred.
-
- generate_order_rejected ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , unicode reason , uint64_t ts_event ) void ¶
-
Generate an OrderRejected event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
reason ( datetime ) – The order rejected reason.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order rejected event occurred.
-
- generate_order_submitted ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderSubmitted event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order submitted event occurred.
-
- generate_order_triggered ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderTriggered event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order triggered event occurred.
-
- generate_order_updated ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , Quantity quantity , Price price , Price trigger_price , uint64_t ts_event , bool venue_order_id_modified=False ) void ¶
-
Generate an OrderUpdated event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
quantity ( Quantity ) – The orders current quantity.
-
price ( Price ) – The orders current price.
-
trigger_price (Price, optional with no default so
None
must be passed explicitly) – The orders current trigger price. -
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order update event occurred.
-
venue_order_id_modified ( bool ) – If the ID was modified for this event.
-
- get_account ( self ) Account ¶
-
Return the account for the client (if registered).
- Returns :
-
Account or
None
- id ¶
-
The components ID.
- Returns :
-
ComponentId
- is_connected ¶
-
If the client is connected.
- Returns :
-
bool
- is_degraded ¶
-
bool
Return whether the current component state is
DEGRADED
.- Returns :
-
bool
- Type :
-
Component.is_degraded
- is_disposed ¶
-
bool
Return whether the current component state is
DISPOSED
.- Returns :
-
bool
- Type :
-
Component.is_disposed
- is_faulted ¶
-
bool
Return whether the current component state is
FAULTED
.- Returns :
-
bool
- Type :
-
Component.is_faulted
- is_initialized ¶
-
bool
Return whether the component has been initialized (component.state >=
INITIALIZED
).- Returns :
-
bool
- Type :
-
Component.is_initialized
- is_running ¶
-
bool
Return whether the current component state is
RUNNING
.- Returns :
-
bool
- Type :
-
Component.is_running
- is_stopped ¶
-
bool
Return whether the current component state is
STOPPED
.- Returns :
-
bool
- Type :
-
Component.is_stopped
- modify_order ( self , ModifyOrder command ) void ¶
-
Modify the order with parameters contained in the command.
- Parameters :
-
command ( ModifyOrder ) – The command to execute.
- oms_type ¶
-
The venues order management system type.
- Returns :
-
OmsType
- query_order ( self , QueryOrder command ) void ¶
-
Initiate a reconciliation for the queried order which will generate an OrderStatusReport .
- Parameters :
-
command ( QueryOrder ) – The command to execute.
- reset ( self ) void ¶
-
Reset the component.
All stateful fields are reset to their initial value.
While executing on_reset() any exception will be logged and reraised, then the component will remain in a
RESETTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- resume ( self ) void ¶
-
Resume the component.
While executing on_resume() any exception will be logged and reraised, then the component will remain in a
RESUMING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- async run_after_delay ( delay : float , coro : Coroutine ) None ¶
-
Run the given coroutine after a delay.
- Parameters :
-
-
delay ( float ) – The delay (seconds) before running the coroutine.
-
coro ( Coroutine ) – The coroutine to run after the initial delay.
-
- start ( self ) void ¶
-
Start the component.
While executing on_start() any exception will be logged and reraised, then the component will remain in a
STARTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- state ¶
-
ComponentState
Return the components current state.
- Returns :
-
ComponentState
- Type :
-
Component.state
- stop ( self ) void ¶
-
Stop the component.
While executing on_stop() any exception will be logged and reraised, then the component will remain in a
STOPPING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- submit_order ( self , SubmitOrder command ) void ¶
-
Submit the order contained in the given command for execution.
- Parameters :
-
command ( SubmitOrder ) – The command to execute.
- submit_order_list ( self , SubmitOrderList command ) void ¶
-
Submit the order list contained in the given command for execution.
- Parameters :
-
command ( SubmitOrderList ) – The command to execute.
- trader_id ¶
-
The trader ID associated with the component.
- Returns :
-
TraderId
- type ¶
-
The components type.
- Returns :
-
type
- venue ¶
-
The clients venue ID (if not a routing client).
- Returns :
-
Venue or
None
Factories ¶
- get_cached_betfair_client ( username : str | None = None , password : str | None = None , app_key : str | None = None ) BetfairHttpClient ¶
-
Cache and return a Betfair HTTP client with the given credentials.
If a cached client with matching credentials already exists, then that cached client will be returned.
- Parameters :
-
-
username ( str , optional ) – The API username for the client. If None then will source from the BETFAIR_USERNAME env var.
-
password ( str , optional ) – The API password for the client. If None then will source from the BETFAIR_PASSWORD env var.
-
app_key ( str , optional ) – The API application key for the client. If None then will source from the BETFAIR_APP_KEY env var.
-
- Returns :
-
BetfairHttpClient
- get_cached_betfair_instrument_provider ( client : BetfairHttpClient , config : BetfairInstrumentProviderConfig ) BetfairInstrumentProvider ¶
-
Cache and return a BetfairInstrumentProvider.
If a cached provider already exists, then that cached provider will be returned.
- Parameters :
-
-
client ( BinanceHttpClient ) – The client for the instrument provider.
-
config ( BetfairInstrumentProviderConfig ) – The config for the instrument provider.
-
- Returns :
-
BetfairInstrumentProvider
- class BetfairLiveDataClientFactory ¶
-
Bases:
LiveDataClientFactory
Provides a Betfair live data client factory.
- static create ( loop : AbstractEventLoop , name : str , config : BetfairDataClientConfig , msgbus : MessageBus , cache : Cache , clock : LiveClock ) ¶
-
Create a new Betfair data client.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the client.
-
name ( str ) – The custom client ID.
-
config ( dict [ str , Any ] ) – The configuration dictionary.
-
msgbus ( MessageBus ) – The message bus for the client.
-
cache ( Cache ) – The cache for the client.
-
clock ( LiveClock ) – The clock for the client.
-
- Returns :
-
BetfairDataClient
- class BetfairLiveExecClientFactory ¶
-
Bases:
LiveExecClientFactory
Provides data and execution clients for Betfair.
- static create ( loop : AbstractEventLoop , name : str , config : BetfairExecClientConfig , msgbus : MessageBus , cache : Cache , clock : LiveClock ) ¶
-
Create a new Betfair execution client.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the client.
-
name ( str ) – The custom client ID.
-
config ( dict [ str , Any ] ) – The configuration for the client.
-
msgbus ( MessageBus ) – The message bus for the client.
-
cache ( Cache ) – The cache for the client.
-
clock ( LiveClock ) – The clock for the client.
-
- Returns :
-
BetfairExecutionClient
OrderBook ¶
Providers ¶
- class BetfairInstrumentProviderConfig ( load_all : bool = False , load_ids : frozenset [ nautilus_trader.model.identifiers.InstrumentId ] | None = None , filters : dict [ str , Any ] | None = None , filter_callable : str | None = None , log_warnings : bool = True , * , account_currency : str , event_type_ids : list [ str ] | None = None , event_ids : list [ str ] | None = None , market_ids : list [ str ] | None = None , country_codes : list [ str ] | None = None , market_types : list [ str ] | None = None , event_type_names : list [ str ] | None = None ) ¶
-
Bases:
InstrumentProviderConfig
- dict ( ) dict [ str , Any ] ¶
-
Return a dictionary representation of the configuration.
- Returns :
-
dict[str, Any]
- classmethod fully_qualified_name ( ) str ¶
-
Return the fully qualified name for the NautilusConfig class.
- Returns :
-
str
References
- property id : str ¶
-
Return the hashed identifier for the configuration.
- Returns :
-
str
- json ( ) bytes ¶
-
Return serialized JSON encoded bytes.
- Returns :
-
bytes
- json_primitives ( ) dict [ str , Any ] ¶
-
Return a dictionary representation of the configuration with JSON primitive types as values.
- Returns :
-
dict[str, Any]
- classmethod parse ( raw : bytes | str ) Any ¶
-
Return a decoded object of the given cls .
- Parameters :
-
-
cls ( type ) – The type to decode to.
-
raw ( bytes or str ) – The raw bytes or JSON string to decode.
-
- Returns :
-
Any
- validate ( ) bool ¶
-
Return whether the configuration can be represented as valid JSON.
- Returns :
-
bool
- class BetfairInstrumentProvider ( client : nautilus_trader.adapters.betfair.client.BetfairHttpClient | None , config : BetfairInstrumentProviderConfig ) ¶
-
Bases:
InstrumentProvider
Provides a means of loading BettingInstruments from the Betfair APIClient.
- Parameters :
-
-
client ( BetfairClient , optional ) – The client for the provider.
-
config ( InstrumentProviderConfig , optional ) – The configuration for the provider.
-
- async load_ids_async ( instrument_ids : list [ nautilus_trader.model.identifiers.InstrumentId ] , filters : dict | None = None ) None ¶
-
Load the instruments for the given IDs into the provider, optionally applying the given filters.
- Parameters :
-
-
instrument_ids ( list [ InstrumentId ] ) – The instrument IDs to load.
-
filters ( dict , optional ) – The venue specific instrument loading filters to apply.
-
- Raises :
-
ValueError – If any instrument_id.venue is not equal to self.venue .
- async load_async ( instrument_id : InstrumentId , filters : dict | None = None ) ¶
-
Load the instrument for the given ID into the provider asynchronously, optionally applying the given filters.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The instrument ID to load.
-
filters ( dict , optional ) – The venue specific instrument loading filters to apply.
-
- Raises :
-
ValueError – If instrument_id.venue is not equal to self.venue .
- async load_all_async ( filters : dict | None = None ) ¶
-
Load the latest instruments into the provider asynchronously, optionally applying the given filters.
- add ( instrument : Instrument ) None ¶
-
Add the given instrument to the provider.
- Parameters :
-
instrument ( Instrument ) – The instrument to add.
- add_bulk ( instruments : list [ nautilus_trader.model.instruments.base.Instrument ] ) None ¶
-
Add the given instruments bulk to the provider.
- Parameters :
-
instruments ( list [ Instrument ] ) – The instruments to add.
- add_currency ( currency : Currency ) None ¶
-
Add the given currency to the provider.
- Parameters :
-
currency ( Currency ) – The currency to add.
- property count : int ¶
-
Return the count of instruments held by the provider.
- Returns :
-
int
- currencies ( ) dict [ str , nautilus_trader.model.objects.Currency ] ¶
-
Return all currencies held by the instrument provider.
- Returns :
-
dict[str, Currency]
- currency ( code : str ) nautilus_trader.model.objects.Currency | None ¶
-
Return the currency with the given code (if found).
- Parameters :
-
code ( str ) – The currency code.
- Returns :
-
Currency or
None
- Raises :
-
ValueError – If code is not a valid string.
- find ( instrument_id : InstrumentId ) nautilus_trader.model.instruments.base.Instrument | None ¶
-
Return the instrument for the given instrument ID (if found).
- Parameters :
-
instrument_id ( InstrumentId ) – The ID for the instrument
- Returns :
-
Instrument or
None
- get_all ( ) dict [ nautilus_trader.model.identifiers.InstrumentId , nautilus_trader.model.instruments.base.Instrument ] ¶
-
Return all loaded instruments as a map keyed by instrument ID.
If no instruments loaded, will return an empty dict.
- Returns :
-
dict[InstrumentId, Instrument]
- async initialize ( ) None ¶
-
Initialize the instrument provider.
If initialize() then will immediately return.
- list_all ( ) list [ nautilus_trader.model.instruments.base.Instrument ] ¶
-
Return all loaded instruments.
- Returns :
-
list[Instrument]
- load ( instrument_id : InstrumentId , filters : dict | None = None ) None ¶
-
Load the instrument for the given ID into the provider, optionally applying the given filters.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The instrument ID to load.
-
filters ( dict , optional ) – The venue specific instrument loading filters to apply.
-
- load_all ( filters : dict | None = None ) None ¶
-
Load the latest instruments into the provider, optionally applying the given filters.
- Parameters :
-
filters ( dict , optional ) – The venue specific instrument loading filters to apply.
- load_ids ( instrument_ids : list [ nautilus_trader.model.identifiers.InstrumentId ] , filters : dict | None = None ) None ¶
-
Load the instruments for the given IDs into the provider, optionally applying the given filters.
- Parameters :
-
-
instrument_ids ( list [ InstrumentId ] ) – The instrument IDs to load.
-
filters ( dict , optional ) – The venue specific instrument loading filters to apply.
-
Sockets ¶
- class BetfairStreamClient ( http_client : BetfairHttpClient , message_handler : Callable [ [ bytes ] , None ] , host : str | None = 'stream-api.betfair.com' , port : int | None = None , crlf : bytes | None = None , encoding : str | None = None ) ¶
-
Bases:
object
Provides a streaming client for Betfair .
- async post_connection ( ) None ¶
-
Actions to be performed post connection.
- post_reconnection ( ) None ¶
-
Actions to be performed post connection.
- async post_disconnection ( ) None ¶
-
Actions to be performed post disconnection.
- class BetfairOrderStreamClient ( http_client : BetfairHttpClient , message_handler : Callable [ [ bytes ] , None ] , partition_matched_by_strategy_ref : bool = True , include_overall_position : str | None = None , customer_strategy_refs : str | None = None , ** kwargs ) ¶
-
Bases:
BetfairStreamClient
Provides an order stream client for Betfair .
- async post_connection ( ) ¶
-
Actions to be performed post connection.
- post_reconnection ( ) ¶
-
Actions to be performed post connection.
- async post_disconnection ( ) None ¶
-
Actions to be performed post disconnection.
- class BetfairMarketStreamClient ( http_client : BetfairHttpClient , message_handler : Callable , ** kwargs ) ¶
-
Bases:
BetfairStreamClient
Provides a Betfair market stream client.
- async post_connection ( ) ¶
-
Actions to be performed post connection.
- post_reconnection ( ) ¶
-
Actions to be performed post connection.
- async post_disconnection ( ) None ¶
-
Actions to be performed post disconnection.