Betfair

Provides an API integration for the Betfair spots betting exchange.

Client

class BetfairHttpClient ( username : str , password : str , app_key : str , logger : Logger )

Bases: object

Provides a HTTP client for Betfair .

async keep_alive ( )

Renew authentication.

async list_navigation ( ) → Navigation

List the tree (navigation) of all betfair markets.

async list_market_catalogue ( filter_ : MarketFilter , market_projection : Optional [ list [ betfair_parser.spec.betting.enums.MarketProjection ] ] = None , sort : Optional [ MarketSort ] = None , max_results : int = 1000 , locale : Optional [ str ] = 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) , username : Optional [ str ] = None , password : Optional [ str ] = None , app_key : Optional [ str ] = None , cert_dir : Optional [ str ] = None , market_filter : Optional [ tuple ] = 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

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes 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) , * , base_currency : str , username : Optional [ str ] = None , password : Optional [ str ] = None , app_key : Optional [ str ] = None , cert_dir : Optional [ str ] = None , market_filter : Optional [ tuple ] = 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

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes 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 , logger : Logger , market_filter : dict , instrument_provider : Optional [ BetfairInstrumentProvider ] = None , strict_handling : bool = False )

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.

  • logger ( Logger ) – The logger for the client.

  • market_filter ( dict ) – The market filter.

  • instrument_provider ( BetfairInstrumentProvider , optional ) – The instrument provider.

  • strict_handling ( bool ) – If strict handling mode is enabled.

connect ( ) → None

Connect the client.

create_task ( coro : Coroutine , log_msg : str | None = None , actions : Optional [ Callable ] = None , success : str | None = None ) → 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 ( str , optional ) – The log message to write on 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

https://www.python.org/dev/peps/pep-3155/

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.

Parameters :

  • data_type ( DataType ) – The data type for the subscription.

  • correlation_id ( UUID4 ) – The correlation ID for the response.

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 specified from datetime for the data.

  • end ( datetime , optional ) – The specified to datetime for the data. If None then will default to the current datetime.

request_instrument ( self , InstrumentId instrument_id , UUID4 correlation_id ) → 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.

request_instruments ( self , Venue venue , UUID4 correlation_id ) → 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.

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 specified from datetime for the data.

  • end ( datetime , optional ) – The specified to datetime for the data. If None then will default to the current datetime.

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 specified from datetime for the data.

  • end ( datetime , optional ) – The specified to datetime for the data. If None then will default to the current datetime.

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_updates ( self , InstrumentId instrument_id ) → void

Subscribe to InstrumentStatusUpdates 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_TBBO , 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_TBBO , 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_ticker ( self , InstrumentId instrument_id ) → void

Subscribe to Ticker data for the given instrument ID.

Parameters :

instrument_id ( InstrumentId ) – The ticker 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_updates ( self , Venue venue ) → void

Subscribe to InstrumentStatusUpdate 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_generic_data ( self ) → list

Return the generic data types subscribed to.

Returns :

list[DataType]

subscribed_instrument_close ( self ) → list

Return the instrument closes subscribed to.

Returns :

list[InstrumentId]

subscribed_instrument_status_updates ( 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_tickers ( self ) → list

Return the ticker instruments subscribed to.

Returns :

list[InstrumentId]

subscribed_trade_ticks ( self ) → list

Return the trade tick instruments subscribed to.

Returns :

list[InstrumentId]

subscribed_venue_status_updates ( 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_updates ( self , InstrumentId instrument_id ) → void

Unsubscribe from InstrumentStatusUpdate 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_ticker ( self , InstrumentId instrument_id ) → void

Unsubscribe from Ticker data for the given instrument ID.

Parameters :

instrument_id ( InstrumentId ) – The ticker 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_updates ( self , Venue venue ) → void

Unsubscribe from InstrumentStatusUpdate data for the given venue.

Parameters :

venue ( Venue ) – The venue to unsubscribe from.

venue

The clients venue ID (if not a routing client).

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 BSPOrderBookDeltas

Bases: OrderBookDeltas

Represents a batch of Betfair BSP order book delta.

deltas

The order book deltas.

Returns :

list[OrderBookDelta]

static from_dict ( dict values ) → OrderBookDeltas

Return order book deltas from the given dict values.

Parameters :

values ( dict [ str , object ] ) – The values for initialization.

Returns :

OrderBookDeltas

classmethod fully_qualified_name ( cls ) → str

Return the fully qualified name for the Data class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

instrument_id

The instrument ID for the order book.

Returns :

InstrumentId

is_snapshot

If the deltas represent a snapshot (an initial CLEAR then deltas).

Returns :

bool

sequence

If the sequence number for the last delta.

Returns :

bool

static to_dict ( OrderBookDeltas obj )

Return a dictionary representation of this object.

Returns :

dict[str, object]

ts_event

The UNIX timestamp (nanoseconds) when the last delta event occurred.

Returns :

uint64_t

ts_init

The UNIX timestamp (nanoseconds) when the last delta event was initialized.

Returns :

uint64_t

class BSPOrderBookDelta

Bases: OrderBookDelta

Represents a Betfair BSP order book delta.

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 to_dict ( OrderBookDelta obj )

Return a dictionary representation of this object.

Returns :

dict[str, object]

action

BookAction

Return the deltas book action { ADD , UPDATE , DELETE , CLEAR }

Returns :

BookAction

Type :

OrderBookDelta.action

static clear ( InstrumentId instrument_id , uint64_t ts_event , uint64_t ts_init , uint64_t sequence=0 )

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_pyo3 ( list pyo3_deltas ) → list [ OrderBookDelta ]

Return order book deltas converted from the given pyo3 provided objects.

Parameters :

pyo3_deltas ( list [ RustOrderBookDelta ] ) – The Rust pyo3 order book deltas to convert from.

Returns :

list[OrderBookDelta]

classmethod fully_qualified_name ( cls ) → str

Return the fully qualified name for the Data class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

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

order

BookOrder

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

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 : Optional [ float ] = None , traded_volume : Optional [ float ] = None , starting_price_near : Optional [ float ] = None , starting_price_far : Optional [ float ] = None )

Bases: Ticker

Represents a Betfair ticker.

classmethod from_dict ( dict values ) → Ticker

Return a ticker from the given dict values.

Parameters :

values ( dict [ str , object ] ) – The values for initialization.

Returns :

Ticker

to_dict ( Ticker obj )

Return a dictionary representation of this object.

Returns :

dict[str, object]

classmethod fully_qualified_name ( cls ) → str

Return the fully qualified name for the Data class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

instrument_id

The ticker instrument ID.

Returns :

InstrumentId

ts_event

The UNIX timestamp (nanoseconds) when the data event occurred.

Returns :

uint64_t

ts_init

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :

uint64_t

class BetfairStartingPrice ( instrument_id : InstrumentId , ts_event : int , ts_init : int , bsp : Optional [ float ] = None )

Bases: Data

Represents the realised Betfair Starting Price.

property ts_init : int

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :

int

Type :

Data.ts_init

property ts_event : int

int

The UNIX timestamp (nanoseconds) when the data event occurred.

Returns :

int

Type :

Data.ts_event

classmethod fully_qualified_name ( cls ) → str

Return the fully qualified name for the Data class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

Execution

class BetfairExecutionClient ( loop : AbstractEventLoop , client : BetfairHttpClient , base_currency : Currency , msgbus : MessageBus , cache : Cache , clock : LiveClock , logger : Logger , market_filter : dict , instrument_provider : BetfairInstrumentProvider )

Bases: LiveExecutionClient

Provides an execution client for Betfair.

Parameters :

  • loop ( asyncio.AbstractEventLoop ) – The event loop for the client.

  • client ( BetfairHttpClient ) – The Betfair HttpClient.

  • base_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.

  • logger ( Logger ) – The logger for the client.

  • market_filter ( dict ) – The market filter.

  • instrument_provider ( BetfairInstrumentProvider ) – The instrument provider.

async watch_stream ( ) → None

Ensure socket stream is connected.

async generate_order_status_report ( instrument_id : InstrumentId , client_order_id : Optional [ ClientOrderId ] = None , venue_order_id : Optional [ VenueOrderId ] = None ) → Optional [ OrderStatusReport ]

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 : Optional [ InstrumentId ] = None , start : Optional [ Timestamp ] = None , end : Optional [ Timestamp ] = 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 query filter.

  • end ( pd.Timestamp , optional ) – The end datetime query filter.

  • open_only ( bool , default False ) – If the query is for open orders only.

Returns :

list[OrderStatusReport]

async generate_trade_reports ( instrument_id : Optional [ InstrumentId ] = None , venue_order_id : Optional [ VenueOrderId ] = None , start : Optional [ Timestamp ] = None , end : Optional [ Timestamp ] = None ) → list [ nautilus_trader.execution.reports.TradeReport ]

Generate a list of ` TradeReport`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 query filter.

  • end ( pd.Timestamp , optional ) – The end datetime query filter.

Returns :

list[TradeReport]

async generate_position_status_reports ( instrument_id : Optional [ InstrumentId ] = None , start : Optional [ Timestamp ] = None , end : Optional [ Timestamp ] = 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 query filter.

  • end ( pd.Timestamp , optional ) – The end datetime 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 = 10.0 ) → Optional [ ClientOrderId ]

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

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 : Optional [ Callable ] = None , success : str | None = None ) → 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 ( str , optional ) – The log message to write on 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

https://www.python.org/dev/peps/pep-3155/

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: Optional[PositionId], 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 pass None 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 ( loop : AbstractEventLoop , logger : Logger , username : Optional [ str ] = None , password : Optional [ str ] = None , app_key : Optional [ str ] = 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 :

  • loop ( asyncio.AbstractEventLoop ) – The event loop for the client.

  • logger ( Logger ) – The logger for the client.

  • 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 , logger : Logger , market_filter : tuple ) → 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.

  • logger ( Logger ) – The logger for the instrument provider.

  • market_filter ( tuple ) – The market filter to load into 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 , logger : Logger )

Create a new Betfair data client.

Parameters :

  • loop ( asyncio.AbstractEventLoop ) – The event loop for the client.

  • name ( str ) – The client name.

  • 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.

  • logger ( Logger ) – The logger 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 , logger : Logger )

Create a new Betfair execution client.

Parameters :

  • loop ( asyncio.AbstractEventLoop ) – The event loop for the client.

  • name ( str ) – The client name.

  • 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.

  • logger ( Logger ) – The logger for the client.

Returns :

BetfairExecutionClient

Historic

Providers

class BetfairInstrumentProvider ( client : Optional [ BetfairHttpClient ] , logger : Logger , filters : Optional [ dict ] = None , config : Optional [ InstrumentProviderConfig ] = None )

Bases: InstrumentProvider

Provides a means of loading BettingInstruments from the Betfair APIClient.

Parameters :

  • client ( BetfairClient , optional ) – The client for the provider.

  • logger ( Logger ) – The logger for the provider.

  • config ( InstrumentProviderConfig , optional ) – The configuration for the provider.

async load_ids_async ( instrument_ids : list [ nautilus_trader.model.identifiers.InstrumentId ] , filters : Optional [ dict ] = 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 : Optional [ dict ] = 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 ( market_filter : Optional [ dict ] = None )

Load the latest instruments into the provider asynchronously, optionally applying the given filters.

load_markets ( market_filter : Optional [ dict ] = None )

Search for betfair markets.

Useful for debugging / interactive use

search_instruments ( instrument_filter : Optional [ dict ] = None )

Search for instruments within the cache.

Useful for debugging / interactive use

get_betting_instrument ( market_id : str , selection_id : str , handicap : str ) → BettingInstrument

Return a betting instrument with performance friendly lookup.

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.currency.Currency ]

Return all currencies held by the instrument provider.

Returns :

dict[str, Currency]

currency ( code : str ) → nautilus_trader.model.currency.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.

property venue : Venue

Return the providers venue.

Returns :

Venue

Sockets

class BetfairStreamClient ( http_client : BetfairHttpClient , logger_adapter : LoggerAdapter , message_handler : Callable [ [ bytes ] , None ] , host : Optional [ str ] = 'stream-api.betfair.com' , port : Optional [ int ] = None , crlf : Optional [ bytes ] = None , encoding : Optional [ str ] = None )

Bases: object

Provides a streaming client for Betfair .

async post_connection ( )

Actions to be performed post connection.

async post_disconnection ( ) → None

Actions to be performed post disconnection.

class BetfairOrderStreamClient ( http_client : BetfairHttpClient , logger : Logger , message_handler , partition_matched_by_strategy_ref : bool = True , include_overall_position : Optional [ str ] = None , customer_strategy_refs : Optional [ str ] = None , ** kwargs )

Bases: BetfairStreamClient

Provides an order stream client for Betfair .

async post_connection ( )

Actions to be performed post connection.

async post_disconnection ( ) → None

Actions to be performed post disconnection.

class BetfairMarketStreamClient ( http_client : BetfairHttpClient , logger : Logger , message_handler : Callable , ** kwargs )

Bases: BetfairStreamClient

Provides a Betfair market stream client.

async post_connection ( )

Actions to be performed post connection.

async post_disconnection ( ) → None

Actions to be performed post disconnection.