Betfair

Betfair sports betting exchange integration adapter.

This subpackage provides an instrument provider, data and execution clients, configurations, data types and constants for connecting to and interacting with Betfairs’s API.

For convenience, the most commonly used symbols are re-exported at the subpackage’s top level, so downstream code can simply import from posei_trader.adapters.betfair.

class BetfairDataClientConfig

Bases: LiveDataClientConfig

Configuration for BetfairDataClient instances.

• Parameters:
  • account_currency (str) – The currency for the Betfair account.
  • 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.
  • instrument_config (BetfairInstrumentProviderConfig , None) – The Betfair instrument provider config.
  • subscription_delay_secs (PositiveInt , default 3) – The delay (seconds) before sending the initial subscription message.
  • keep_alive_secs (PositiveInt , default 36_000 *(*10 hours )) – The keep alive interval (seconds) for the HTTP client.
  • stream_conflate_ms (PositiveInt , optional) – The Betfair data stream conflation setting. Default of None means no explicit value is set for the conflation interval. Betfair interprets this as using its default behaviour for conflation. The default typically applies conflation, so you need to ensure stream_conflate_ms=0 is explicitly set to guarantee no conflation.

account_currency : str

app_key : str | None

certs_dir : str | None

instrument_config : BetfairInstrumentProviderConfig | None

keep_alive_secs : Annotated[int, msgspec.Meta(gt=0)]

password : str | None

stream_conflate_ms : Annotated[int, msgspec.Meta(gt=0)] | None

subscription_delay_secs : Annotated[int, msgspec.Meta(gt=0)] | None

username : str | None

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

• Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

• Return type: str

handle_revised_bars : bool

property id : str

Return the hashed identifier for the configuration.

• Return type: str

instrument_provider : InstrumentProviderConfig

json() → bytes

Return serialized JSON encoded bytes.

• Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

• Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• Return type: 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.
• Return type: Any

routing : RoutingConfig

validate() → bool

Return whether the configuration can be represented as valid JSON.

• Return type: bool

class BetfairExecClientConfig

Bases: LiveExecClientConfig

Configuration for BetfairExecClient instances.

• Parameters:
  • account_currency (str) – The currency for the Betfair account.
  • username (str , optional) – The Betfair account username.
  • password (str , optional) – The Betfair account password.
  • app_key (str , optional) – The Betfair application key.
  • certs_dir (str , optional) – The local directory that contains the Betfair certificates.
  • instrument_config (BetfairInstrumentProviderConfig , None) – The Betfair instrument provider config.
  • calculate_account_state (bool , default True) – If the Betfair account state should be calculated from events.
  • request_account_state_secs (NonNegativeInt , default 300 *(*5 minutes )) – The request interval (seconds) for account state checks. If zero, then will not request account state from Betfair.
  • reconcile_market_ids_only (bool , default False) – If True, reconciliation only requests orders matching the market IDs listed in the instrument_config. If False, all orders are reconciled.
  • ignore_external_orders (bool , default False) – If True, orders received over the stream that aren’t found in the cache will be silently ignored. This is useful when multiple trading nodes share the same Betfair account across different markets.

account_currency : str

app_key : str | None

calculate_account_state : bool

certs_dir : str | None

ignore_external_orders : bool

instrument_config : BetfairInstrumentProviderConfig | None

password : str | None

reconcile_market_ids_only : bool

request_account_state_secs : Annotated[int, msgspec.Meta(ge=0)]

username : str | None

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

• Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

• Return type: str

property id : str

Return the hashed identifier for the configuration.

• Return type: str

instrument_provider : InstrumentProviderConfig

json() → bytes

Return serialized JSON encoded bytes.

• Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

• Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• Return type: 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.
• Return type: Any

routing : RoutingConfig

validate() → bool

Return whether the configuration can be represented as valid JSON.

• Return type: bool

class BetfairInstrumentProvider

Bases: InstrumentProvider

Provides a means of loading BettingInstruments from the Betfair APIClient.

• Parameters:
  • client (BetfairHttpClient) – The Betfair HTTP client for the provider.
  • config (InstrumentProviderConfig) – The configuration for the provider.

add(instrument: Instrument) → None

Add the given instrument to the provider.

• Parameters: instrument (Instrument) – The instrument to add.

add_bulk(instruments: list[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.

• Return type: int

currencies() → dict[str, Currency]

Return all currencies held by the instrument provider.

• Return type: dict[str, Currency]

currency(code: str) → Currency | None

Return the currency with the given code (if found).

• Parameters: code (str) – The currency code.
• Return type: Currency or None
• Raises: ValueError – If code is not a valid string.

find(instrument_id: InstrumentId) → Instrument | None

Return the instrument for the given instrument ID (if found).

• Parameters: instrument_id (InstrumentId) – The ID for the instrument
• Return type: Instrument or None

async get_account_currency() → str

get_all() → dict[InstrumentId, Instrument]

Return all loaded instruments as a map keyed by instrument ID.

If no instruments loaded, will return an empty dict.

• Return type: dict[InstrumentId, Instrument]

async initialize(reload: bool = False) → None

Initialize the instrument provider.

• Parameters: reload (bool , default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

list_all() → list[Instrument]

Return all loaded instruments.

• Return type: 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 (frozendict *[*str , Any ] or dict *[*str , Any ] , 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 (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

async load_all_async(filters: dict | None = None)

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

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 (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
• Raises: ValueError – If instrument_id.venue is not equal to self.venue.

load_ids(instrument_ids: list[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 (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

async load_ids_async(instrument_ids: list[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 (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
• Raises: ValueError – If any instrument_id.venue is not equal to self.venue.

class BetfairInstrumentProviderConfig

Bases: InstrumentProviderConfig

Configuration for BetfairInstrumentProvider instances.

• Parameters:
  • account_currency (str) – The Betfair account currency.
  • default_min_notional (PositiveFloat , optional) – The default minimum notional value for instrument definitions (in account currency).
  • event_type_ids (list *[*int ] , optional) – The event type IDs to filter for.
  • event_ids (list *[*int ] , optional) – The event IDs to filter for.
  • market_ids (list *[*str ] , optional) – The market IDs to filter for.
  • country_codes (list *[*str ] , optional) – The country codes to filter for.
  • market_types (list *[*str ] , optional) – The market types to filter for.
  • min_market_start_time (pd.Timestamp , optional) – The minimum market start time (UTC) to filter from (date granularity only).
  • max_market_start_time (pd.Timestamp , optional) – The maximum market start time (UTC) to filter to (date granularity only).

account_currency : str

country_codes : list[str] | None

default_min_notional : Annotated[float, msgspec.Meta(gt=0.0)] | None

event_ids : list[int] | None

event_type_ids : list[int] | None

event_type_names : list[str] | None

market_ids : list[str] | None

market_types : list[str] | None

max_market_start_time : Timestamp | None

min_market_start_time : Timestamp | None

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

• Return type: dict[str, Any]

filter_callable : str | None

filters : dict[str, Any] | None

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

• Return type: str

property id : str

Return the hashed identifier for the configuration.

• Return type: str

json() → bytes

Return serialized JSON encoded bytes.

• Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

• Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• Return type: dict[str, Any]

load_all : bool

load_ids : frozenset[InstrumentId] | None

log_warnings : bool

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.
• Return type: Any

validate() → bool

Return whether the configuration can be represented as valid JSON.

• Return type: bool

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.
• Return type: 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.
• Return type: BetfairExecutionClient

class BetfairParser

Bases: object

Stateful parser that keeps market definition.

parse(mcm: MCM, ts_init: int | None = None, min_notional: Money | None = None) → list[InstrumentStatus | InstrumentClose | OrderBookDeltas | TradeTick | BetfairTicker | BSPOrderBookDelta | BetfairStartingPrice]

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.
• Return type: 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.
• Return type: BetfairInstrumentProvider

Client

class BetfairHttpClient

Bases: object

Provides a HTTP client for Betfair.

property session_token : str | None

update_headers(login_resp: LoginResponse) → None

reset_headers() → None

async connect() → None

async reconnect() → None

async disconnect() → None

async keep_alive() → None

Renew authentication.

async list_navigation() → Navigation

List the tree (navigation) of all betfair markets.

async list_market_catalogue(filter_: MarketFilter, market_projection: list[MarketProjection] | None = None, sort: MarketSort | None = None, max_results: int = 1000, locale: str | None = None) → list[MarketCatalogue]

Return specific data about markets.

async get_account_details() → AccountDetailsResponse

async get_account_funds(wallet: str | None = None) → AccountFundsResponse

async place_orders(request: PlaceOrders) → PlaceExecutionReport

async replace_orders(request: ReplaceOrders) → ReplaceExecutionReport

async cancel_orders(request: CancelOrders) → CancelExecutionReport

async list_current_orders(bet_ids: set[Annotated[int, msgspec.Meta(ge=0, title='IDType', description='integer data, but defined and encoded as string'), msgspec.Meta(title='BetId')]] | None = None, market_ids: set[str] | None = None, order_projection: OrderProjection | None = None, customer_order_refs: set[Annotated[str, msgspec.Meta(title='CustomerOrderRef')]] | None = None, customer_strategy_refs: set[Annotated[str, msgspec.Meta(title='CustomerStrategyRef')]] | None = None, date_range: TimeRange | None = None, order_by: OrderBy | None = None, sort_dir: SortDir | None = None, from_record: int | None = None, record_count: int | None = None, include_item_description: bool | None = None) → list[CurrentOrderSummary]

async list_cleared_orders(bet_status: BetStatus, event_type_ids: set[Annotated[int, msgspec.Meta(ge=0, title='IDType', description='integer data, but defined and encoded as string'), msgspec.Meta(title='EventTypeId')]] | None = None, event_ids: set[Annotated[int, msgspec.Meta(ge=0, title='IDType', description='integer data, but defined and encoded as string'), msgspec.Meta(title='EventId')]] | None = None, market_ids: set[Annotated[str, msgspec.Meta(title='MarketId')]] | None = None, runner_ids: set[RunnerId] | None = None, bet_ids: set[Annotated[int, msgspec.Meta(ge=0, title='IDType', description='integer data, but defined and encoded as string'), msgspec.Meta(title='BetId')]] | None = None, customer_order_refs: set[Annotated[str, msgspec.Meta(title='CustomerOrderRef')]] | None = None, customer_strategy_refs: set[Annotated[str, msgspec.Meta(title='CustomerStrategyRef')]] | None = None, side: Side | None = None, settled_date_range: TimeRange | None = None, group_by: GroupBy | None = None, include_item_description: bool | None = None, locale: str | None = None, from_record: int | None = None, record_count: int | None = None) → list[ClearedOrderSummary]

Common

class OrderSideParser

Bases: object

BACKS = (Side.BACK, 'B')

LAYS = (Side.LAY, 'L')

classmethod to_nautilus(side: Side | str) → OrderSide

static to_betfair(order_side: OrderSide) → Side

Config

class BetfairDataClientConfig

Bases: LiveDataClientConfig

Configuration for BetfairDataClient instances.

• Parameters:
  • account_currency (str) – The currency for the Betfair account.
  • 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.
  • instrument_config (BetfairInstrumentProviderConfig , None) – The Betfair instrument provider config.
  • subscription_delay_secs (PositiveInt , default 3) – The delay (seconds) before sending the initial subscription message.
  • keep_alive_secs (PositiveInt , default 36_000 *(*10 hours )) – The keep alive interval (seconds) for the HTTP client.
  • stream_conflate_ms (PositiveInt , optional) – The Betfair data stream conflation setting. Default of None means no explicit value is set for the conflation interval. Betfair interprets this as using its default behaviour for conflation. The default typically applies conflation, so you need to ensure stream_conflate_ms=0 is explicitly set to guarantee no conflation.

account_currency : str

username : str | None

password : str | None

app_key : str | None

certs_dir : str | None

instrument_config : BetfairInstrumentProviderConfig | None

subscription_delay_secs : Annotated[int, msgspec.Meta(gt=0)] | None

keep_alive_secs : Annotated[int, msgspec.Meta(gt=0)]

stream_conflate_ms : Annotated[int, msgspec.Meta(gt=0)] | None

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

• Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

• Return type: str

handle_revised_bars : bool

property id : str

Return the hashed identifier for the configuration.

• Return type: str

instrument_provider : InstrumentProviderConfig

json() → bytes

Return serialized JSON encoded bytes.

• Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

• Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• Return type: 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.
• Return type: Any

routing : RoutingConfig

validate() → bool

Return whether the configuration can be represented as valid JSON.

• Return type: bool

class BetfairExecClientConfig

Bases: LiveExecClientConfig

Configuration for BetfairExecClient instances.

• Parameters:
  • account_currency (str) – The currency for the Betfair account.
  • username (str , optional) – The Betfair account username.
  • password (str , optional) – The Betfair account password.
  • app_key (str , optional) – The Betfair application key.
  • certs_dir (str , optional) – The local directory that contains the Betfair certificates.
  • instrument_config (BetfairInstrumentProviderConfig , None) – The Betfair instrument provider config.
  • calculate_account_state (bool , default True) – If the Betfair account state should be calculated from events.
  • request_account_state_secs (NonNegativeInt , default 300 *(*5 minutes )) – The request interval (seconds) for account state checks. If zero, then will not request account state from Betfair.
  • reconcile_market_ids_only (bool , default False) – If True, reconciliation only requests orders matching the market IDs listed in the instrument_config. If False, all orders are reconciled.
  • ignore_external_orders (bool , default False) – If True, orders received over the stream that aren’t found in the cache will be silently ignored. This is useful when multiple trading nodes share the same Betfair account across different markets.

account_currency : str

username : str | None

password : str | None

app_key : str | None

certs_dir : str | None

instrument_config : BetfairInstrumentProviderConfig | None

calculate_account_state : bool

request_account_state_secs : Annotated[int, msgspec.Meta(ge=0)]

reconcile_market_ids_only : bool

ignore_external_orders : bool

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

• Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

• Return type: str

property id : str

Return the hashed identifier for the configuration.

• Return type: str

instrument_provider : InstrumentProviderConfig

json() → bytes

Return serialized JSON encoded bytes.

• Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

• Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• Return type: 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.
• Return type: Any

routing : RoutingConfig

validate() → bool

Return whether the configuration can be represented as valid JSON.

• Return type: bool

Data

class BetfairDataClient

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.
  • config (BetfairDataClientConfig) – The configuration for the client.

property instrument_provider : BetfairInstrumentProvider

Return the instrument provider for the client.

• Return type: BetfairInstrumentProvider

async stream_subscribe()

on_market_update(raw: bytes) → None

Handle an update from the data stream socket.

connect() → None

Connect the client.

create_task(coro: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~posei_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → 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.
• Return type: 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.

• Return type: str

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.

• Return type: bool
• Type: Component.is_degraded

is_disposed

bool Return whether the current component state is DISPOSED.

• Return type: bool
• Type: Component.is_disposed

is_faulted

bool Return whether the current component state is FAULTED.

• Return type: bool
• Type: Component.is_faulted

is_initialized

bool Return whether the component has been initialized (component.state >= INITIALIZED).

• Return type: bool
• Type: Component.is_initialized

is_running

bool Return whether the current component state is RUNNING.

• Return type: bool
• Type: Component.is_running

is_stopped

bool Return whether the current component state is STOPPED.

• Return type: bool
• Type: Component.is_stopped

request(self, RequestData request) → void

Request data for the given data type.

• Parameters: request (RequestData) – The message for the data request.

request_bars(self, RequestBars request) → void

Request historical Bar data. To load historical data from a catalog, you can pass a list[DataCatalogConfig] to the TradingNodeConfig or the BacktestEngineConfig.

• Parameters: request (RequestBars) – The message for the data request.

request_instrument(self, RequestInstrument request) → void

Request Instrument data for the given instrument ID.

• Parameters: request (RequestInstrument) – The message for the data request.

request_instruments(self, RequestInstruments request) → void

Request all Instrument data for the given venue.

• Parameters: request (RequestInstruments) – The message for the data request.

request_order_book_snapshot(self, RequestOrderBookSnapshot request) → void

Request order book snapshot data.

• Parameters: request (RequestOrderBookSnapshot) – The message for the data request.

request_quote_ticks(self, RequestQuoteTicks request) → void

Request historical QuoteTick data.

• Parameters: request (RequestQuoteTicks) – The message for the data request.

request_trade_ticks(self, RequestTradeTicks request) → void

Request historical TradeTick data.

• Parameters: request (RequestTradeTicks) – The message for the data request.

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.

shutdown_system(self, str reason=None) → void

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

• Parameters: reason (str , optional) – The reason for issuing the shutdown command.

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.

• Return type: 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, SubscribeData command) → void

Subscribe to data for the given data type.

• Parameters:
  • data_type (DataType) – The data type for the subscription.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_bars(self, SubscribeBars command) → void

Subscribe to Bar data for the given bar type.

• Parameters:
  • bar_type (BarType) – The bar type to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_index_prices(self, SubscribeIndexPrices command) → void

Subscribe to IndexPriceUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument(self, SubscribeInstrument command) → void

Subscribe to the Instrument with the given instrument ID.

• Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_close(self, SubscribeInstrumentClose command) → void

Subscribe to InstrumentClose updates for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_status(self, SubscribeInstrumentStatus command) → void

Subscribe to InstrumentStatus data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instruments(self, SubscribeInstruments command) → void

Subscribe to all Instrument data.

• Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_mark_prices(self, SubscribeMarkPrices command) → void

Subscribe to MarkPriceUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_deltas(self, SubscribeOrderBook command) → 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.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_snapshots(self, SubscribeOrderBook command) → 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.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_quote_ticks(self, SubscribeQuoteTicks command) → void

Subscribe to QuoteTick data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_trade_ticks(self, SubscribeTradeTicks command) → void

Subscribe to TradeTick data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribed_bars(self) → list

Return the bar types subscribed to.

• Return type: list[BarType]

subscribed_custom_data(self) → list

Return the custom data types subscribed to.

• Return type: list[DataType]

subscribed_index_prices(self) → list

Return the index price update instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_instrument_close(self) → list

Return the instrument closes subscribed to.

• Return type: list[InstrumentId]

subscribed_instrument_status(self) → list

Return the status update instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_instruments(self) → list

Return the instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_mark_prices(self) → list

Return the mark price update instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_order_book_deltas(self) → list

Return the order book delta instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_order_book_snapshots(self) → list

Return the order book snapshot instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_quote_ticks(self) → list

Return the quote tick instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_trade_ticks(self) → list

Return the trade tick instruments subscribed to.

• Return type: list[InstrumentId]

trader_id

The trader ID associated with the component.

• Returns: TraderId

type

The components type.

• Returns: type

unsubscribe(self, UnsubscribeData command) → void

Unsubscribe from data for the given data type.

• Parameters:
  • data_type (DataType) – The data type for the subscription.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_bars(self, UnsubscribeBars command) → void

Unsubscribe from Bar data for the given bar type.

• Parameters:
  • bar_type (BarType) – The bar type to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_index_prices(self, UnsubscribeIndexPrices command) → void

Unsubscribe from IndexPriceUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument(self, UnsubscribeInstrument command) → void

Unsubscribe from Instrument data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_close(self, UnsubscribeInstrumentClose command) → void

Unsubscribe from InstrumentClose data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_status(self, UnsubscribeInstrumentStatus command) → void

Unsubscribe from InstrumentStatus data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument status updates to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instruments(self, UnsubscribeInstruments command) → void

Unsubscribe from all Instrument data.

• Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_mark_prices(self, UnsubscribeMarkPrices command) → void

Unsubscribe from MarkPriceUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_deltas(self, UnsubscribeOrderBook command) → void

Unsubscribe from OrderBookDeltas data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_snapshots(self, UnsubscribeOrderBook command) → void

Unsubscribe from OrderBook snapshots data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_quote_ticks(self, UnsubscribeQuoteTicks command) → void

Unsubscribe from QuoteTick data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_trade_ticks(self, UnsubscribeTradeTicks command) → void

Unsubscribe from TradeTick data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

venue

The clients venue ID (if applicable).

• Returns: Venue or None

Data Types

class SubscriptionStatus

Bases: Enum

Represents a Betfair subscription status.

UNSUBSCRIBED = 0

PENDING_STARTUP = 1

RUNNING = 2

SUBSCRIBED = 3

class BSPOrderBookDelta

Bases: OrderBookDelta

static from_batch(batch: RecordBatch) → list[BSPOrderBookDelta]

static to_batch(obj: BSPOrderBookDelta) → RecordBatch

classmethod schema() → Schema

action

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

• Return type: BookAction
• Type: OrderBookDelta.action

static capsule_from_list(list items)

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

Return an order book delta which acts as an initial CLEAR.

• Return type: OrderBookDelta

flags

uint8_t Return the flags for the delta.

• Return type: uint8_t
• Type: OrderBookDelta.flags

static from_dict(dict values) → OrderBookDelta

Return an order book delta from the given dict values.

• Parameters: values (dict *[*str , object ]) – The values for initialization.
• Return type: OrderBookDelta

static from_pyo3(pyo3_delta) → OrderBookDelta

Return a legacy Cython order book delta converted from the given pyo3 Rust object.

• Parameters: pyo3_delta (nautilus_pyo3.OrderBookDelta) – The pyo3 Rust order book delta to convert from.
• Return type: OrderBookDelta

static from_pyo3_list(list pyo3_deltas) → list[OrderBookDelta]

Return legacy Cython order book deltas converted from the given pyo3 Rust objects.

• Parameters: pyo3_deltas (list *[*nautilus_pyo3.OrderBookDelta ]) – The pyo3 Rust order book deltas to convert from.
• Return type: list[OrderBookDelta]

static from_raw(InstrumentId instrument_id, BookAction action, OrderSide side, PriceRaw price_raw, uint8_t price_prec, QuantityRaw 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 (int) – The order raw price (as a scaled fixed-point integer).
  • price_prec (uint8_t) – The order price precision.
  • size_raw (int) – The order raw size (as a scaled fixed-point integer).
  • size_prec (uint8_t) – The order size precision.
  • order_id (uint64_t) – The order ID.
  • flags (uint8_t) – The record flags bit field, indicating event end and data information. A value of zero indicates no flags.
  • sequence (uint64_t) – The unique sequence number for the update. If no sequence number provided in the source data then use a value of zero.
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the tick event occurred.
  • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the data object was initialized.
• Return type: OrderBookDelta

classmethod fully_qualified_name(cls) → str

Return the fully qualified name for the Data class.

• Return type: str

instrument_id

InstrumentId Return the deltas book instrument ID.

• Return type: InstrumentId
• Type: OrderBookDelta.instrument_id

is_add

BookAction If the deltas book action is an ADD.

• Return type: bool
• Type: OrderBookDelta.is_add

is_clear

BookAction If the deltas book action is a CLEAR.

• Return type: bool
• Type: OrderBookDelta.is_clear

is_delete

BookAction If the deltas book action is a DELETE.

• Return type: bool
• Type: OrderBookDelta.is_delete

classmethod is_signal(cls, str name='') → bool

Determine if the current class is a signal type, optionally checking for a specific signal name.

• Parameters: name (str , optional) – The specific signal name to check. If name not provided or if an empty string is passed, the method checks whether the class name indicates a general signal type. If name is provided, the method checks if the class name corresponds to that specific signal.
• Returns: True if the class name matches the signal type or the specific signal name, otherwise False.
• Return type: bool

is_update

BookAction If the deltas book action is an UPDATE.

• Return type: bool
• Type: OrderBookDelta.is_update

static list_from_capsule(capsule) → list[OrderBookDelta]

order

BookOrder | None Return the deltas book order for the action.

• Return type: BookOrder
• Type: OrderBookDelta.order

sequence

uint64_t Return the sequence number for the delta.

• Return type: uint64_t
• Type: OrderBookDelta.sequence

static to_dict(OrderBookDelta obj)

Return a dictionary representation of this object.

• Return type: dict[str, object]

static to_pyo3_list(list deltas) → list[nautilus_pyo3.OrderBookDelta]

Return pyo3 Rust order book deltas converted from the given legacy Cython objects.

• Parameters: pyo3_deltas (list [OrderBookDelta ]) – The pyo3 Rust order book deltas to convert from.
• Return type: list[nautilus_pyo3.OrderBookDelta]

ts_event

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

• Return type: int
• Type: OrderBookDelta.ts_event

ts_init

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

• Return type: int
• Type: OrderBookDelta.ts_init

class BetfairTicker

Bases: Data

Represents a Betfair ticker.

property ts_event : int

UNIX timestamp (nanoseconds) when the data event occurred.

• Return type: int

property ts_init : int

UNIX timestamp (nanoseconds) when the object was initialized.

• Return type: int

classmethod schema()

classmethod from_dict(values: dict)

static to_dict(obj: BetfairTicker)

classmethod fully_qualified_name(cls) → str

Return the fully qualified name for the Data class.

• Return type: str

classmethod is_signal(cls, str name='') → bool

Determine if the current class is a signal type, optionally checking for a specific signal name.

• Parameters: name (str , optional) – The specific signal name to check. If name not provided or if an empty string is passed, the method checks whether the class name indicates a general signal type. If name is provided, the method checks if the class name corresponds to that specific signal.
• Returns: True if the class name matches the signal type or the specific signal name, otherwise False.
• Return type: bool

class BetfairStartingPrice

Bases: Data

Represents the realized Betfair Starting Price.

property ts_event : int

UNIX timestamp (nanoseconds) when the data event occurred.

• Return type: int

property ts_init : int

UNIX timestamp (nanoseconds) when the object was initialized.

• Return type: int

classmethod schema()

classmethod from_dict(values: dict)

static to_dict(obj)

classmethod fully_qualified_name(cls) → str

Return the fully qualified name for the Data class.

• Return type: str

classmethod is_signal(cls, str name='') → bool

Determine if the current class is a signal type, optionally checking for a specific signal name.

• Parameters: name (str , optional) – The specific signal name to check. If name not provided or if an empty string is passed, the method checks whether the class name indicates a general signal type. If name is provided, the method checks if the class name corresponds to that specific signal.
• Returns: True if the class name matches the signal type or the specific signal name, otherwise False.
• Return type: bool

class BetfairSequenceCompleted

Bases: Data

BetfairSequenceCompleted()

fields_init() → None

fields_repr()

classmethod from_arrow(table: Table) → BetfairSequenceCompleted

classmethod from_bytes(data: bytes) → BetfairSequenceCompleted

classmethod from_dict(data: dict[str, Any]) → BetfairSequenceCompleted

classmethod fully_qualified_name(cls) → str

Return the fully qualified name for the Data class.

• Return type: str

classmethod is_signal(cls, str name='') → bool

Determine if the current class is a signal type, optionally checking for a specific signal name.

• Parameters: name (str , optional) – The specific signal name to check. If name not provided or if an empty string is passed, the method checks whether the class name indicates a general signal type. If name is provided, the method checks if the class name corresponds to that specific signal.
• Returns: True if the class name matches the signal type or the specific signal name, otherwise False.
• Return type: bool

to_arrow() → RecordBatch

to_bytes() → bytes

to_dict(to_arrow=False) → dict[str, Any]

property ts_event : int

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

• Return type: int
• Type: Data.ts_event

property ts_init : int

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

• Return type: int
• Type: Data.ts_init

Execution

class BetfairExecutionClient

Bases: LiveExecutionClient

Provides an execution client for Betfair.

• Parameters:
  • loop (asyncio.AbstractEventLoop) – The event loop for the client.
  • client (BetfairHttpClient) – 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) – The instrument provider.
  • config (BetfairExecClientConfig) – The configuration for the client.

property instrument_provider : BetfairInstrumentProvider

Return the instrument provider for the client.

• Return type: BetfairInstrumentProvider

async on_api_exception(error: BetfairError) → None

async request_account_state() → AccountState

async generate_order_status_report(command: GenerateOrderStatusReport) → 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: command (GenerateOrderStatusReport) – The command to generate the report.
• Return type: OrderStatusReport or None
• Raises: ValueError – If both the client_order_id and venue_order_id are None.

async generate_order_status_reports(command: GenerateOrderStatusReports) → list[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: command (GenerateOrderStatusReports) – The command for generating the reports.
• Return type: list[OrderStatusReport]

async generate_fill_reports(command: GenerateFillReports) → list[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: command (GenerateFillReports) – The command for generating the reports.
• Return type: list[FillReport]

async generate_position_status_reports(command: GeneratePositionStatusReports) → list[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: command (GeneratePositionStatusReports) – The command for generating the position status reports.
• Return type: list[PositionStatusReport]

async check_account_currency() → None

Check account currency against BetfairHttpClient.

client() → BetfairHttpClient

handle_order_stream_update(raw: bytes) → None

Handle an update from the order stream socket.

check_cache_against_order_image(order_change_message: OCM) → None

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: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~posei_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → 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.
• Return type: 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.

• Return type: str

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) – 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) → ExecutionMassStatus | None

Generate an ExecutionMassStatus report.

• Parameters: lookback_mins (int , optional) – The maximum lookback for querying closed orders, trades and positions.
• Return type: 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) – 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, str 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) – 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) – 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) – 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, dict info=None) → 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 or None) – 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) – UNIX timestamp (nanoseconds) when the order filled event occurred.
  • info (dict *[*str , object ] , optional) – The additional fill information.

generate_order_modify_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, str 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) – UNIX timestamp (nanoseconds) when the order update rejection event occurred.

generate_order_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, str 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) – 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) – 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) – 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 or None) – The orders current trigger price.
  • ts_event (uint64_t) – 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).

• Return type: 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.

• Return type: bool
• Type: Component.is_degraded

is_disposed

bool Return whether the current component state is DISPOSED.

• Return type: bool
• Type: Component.is_disposed

is_faulted

bool Return whether the current component state is FAULTED.

• Return type: bool
• Type: Component.is_faulted

is_initialized

bool Return whether the component has been initialized (component.state >= INITIALIZED).

• Return type: bool
• Type: Component.is_initialized

is_running

bool Return whether the current component state is RUNNING.

• Return type: bool
• Type: Component.is_running

is_stopped

bool Return whether the current component state is STOPPED.

• Return type: 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.

shutdown_system(self, str reason=None) → void

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

• Parameters: reason (str , optional) – The reason for issuing the shutdown command.

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.

• Return type: 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.
• Return type: 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.
• Return type: 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.
• Return type: 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.
• Return type: BetfairExecutionClient

OrderBook

betfair_float_to_price(double value) → Price

betfair_float_to_quantity(double value) → Quantity

create_betfair_order_book(InstrumentId instrument_id) → OrderBook

Providers

class BetfairInstrumentProviderConfig

Bases: InstrumentProviderConfig

Configuration for BetfairInstrumentProvider instances.

• Parameters:
  • account_currency (str) – The Betfair account currency.
  • default_min_notional (PositiveFloat , optional) – The default minimum notional value for instrument definitions (in account currency).
  • event_type_ids (list *[*int ] , optional) – The event type IDs to filter for.
  • event_ids (list *[*int ] , optional) – The event IDs to filter for.
  • market_ids (list *[*str ] , optional) – The market IDs to filter for.
  • country_codes (list *[*str ] , optional) – The country codes to filter for.
  • market_types (list *[*str ] , optional) – The market types to filter for.
  • min_market_start_time (pd.Timestamp , optional) – The minimum market start time (UTC) to filter from (date granularity only).
  • max_market_start_time (pd.Timestamp , optional) – The maximum market start time (UTC) to filter to (date granularity only).

account_currency : str

default_min_notional : Annotated[float, msgspec.Meta(gt=0.0)] | None

event_type_ids : list[int] | None

event_ids : list[int] | None

market_ids : list[str] | None

country_codes : list[str] | None

market_types : list[str] | None

event_type_names : list[str] | None

min_market_start_time : Timestamp | None

max_market_start_time : Timestamp | None

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

• Return type: dict[str, Any]

filter_callable : str | None

filters : dict[str, Any] | None

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

• Return type: str

property id : str

Return the hashed identifier for the configuration.

• Return type: str

json() → bytes

Return serialized JSON encoded bytes.

• Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

• Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• Return type: dict[str, Any]

load_all : bool

load_ids : frozenset[InstrumentId] | None

log_warnings : bool

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.
• Return type: Any

validate() → bool

Return whether the configuration can be represented as valid JSON.

• Return type: bool

class BetfairInstrumentProvider

Bases: InstrumentProvider

Provides a means of loading BettingInstruments from the Betfair APIClient.

• Parameters:
  • client (BetfairHttpClient) – The Betfair HTTP client for the provider.
  • config (InstrumentProviderConfig) – The configuration for the provider.

async load_ids_async(instrument_ids: list[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 (frozendict *[*str , Any ] or dict *[*str , Any ] , 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 (frozendict *[*str , Any ] or dict *[*str , Any ] , 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.

async get_account_currency() → str

add(instrument: Instrument) → None

Add the given instrument to the provider.

• Parameters: instrument (Instrument) – The instrument to add.

add_bulk(instruments: list[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.

• Return type: int

currencies() → dict[str, Currency]

Return all currencies held by the instrument provider.

• Return type: dict[str, Currency]

currency(code: str) → Currency | None

Return the currency with the given code (if found).

• Parameters: code (str) – The currency code.
• Return type: Currency or None
• Raises: ValueError – If code is not a valid string.

find(instrument_id: InstrumentId) → Instrument | None

Return the instrument for the given instrument ID (if found).

• Parameters: instrument_id (InstrumentId) – The ID for the instrument
• Return type: Instrument or None

get_all() → dict[InstrumentId, Instrument]

Return all loaded instruments as a map keyed by instrument ID.

If no instruments loaded, will return an empty dict.

• Return type: dict[InstrumentId, Instrument]

async initialize(reload: bool = False) → None

Initialize the instrument provider.

• Parameters: reload (bool , default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

list_all() → list[Instrument]

Return all loaded instruments.

• Return type: 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 (frozendict *[*str , Any ] or dict *[*str , Any ] , 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 (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_ids(instrument_ids: list[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 (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

market_catalog_to_instruments(market_catalog: MarketCatalogue, currency: str, ts_event: int, ts_init: int, min_notional: Money | None) → list[BettingInstrument]

market_definition_to_instruments(market_definition: MarketDefinition, currency: str, ts_event: int, ts_init: int, min_notional: Money | None) → list[BettingInstrument]

make_instruments(market: MarketCatalogue | MarketDefinition, currency: str, ts_event: int, ts_init: int, min_notional: Money | None = None) → list[BettingInstrument]

check_market_filter_keys(keys: Iterable[str]) → None

async load_markets(client: BetfairHttpClient, event_type_ids: list[int] | None = None, event_ids: list[int] | None = None, market_ids: list[str] | None = None, event_country_codes: list[str] | None = None, market_market_types: list[str] | None = None, event_type_names: list[str] | None = None) → list[FlattenedMarket]

parse_market_catalog(catalog: list[dict]) → list[MarketCatalogue]

async load_markets_metadata(client: BetfairHttpClient, markets: list[FlattenedMarket], min_market_start_time: Timestamp | None = None, max_market_start_time: Timestamp | None = None) → list[MarketCatalogue]

get_market_book(client, market_ids)

Sockets

class BetfairStreamClient

Bases: object

Provides a streaming client for Betfair.

async connect()

async reconnect()

async disconnect()

is_active() → bool

Check whether the client connection is active.

• Return type: bool

is_reconnecting() → bool

Check whether the client is reconnecting.

• Return type: bool

is_disconnecting() → bool

Check whether the client is disconnecting.

• Return type: bool

is_closed() → bool

Check whether the client is closed.

• Return type: bool

post_connection() → None

Actions to be performed post connection.

post_reconnection() → None

Actions to be performed post connection.

post_disconnection() → None

Actions to be performed post disconnection.

async send(message: bytes) → None

auth_message()

class BetfairOrderStreamClient

Bases: BetfairStreamClient

Provides an order stream client for Betfair.

post_connection()

Actions to be performed post connection.

post_reconnection()

Actions to be performed post connection.

auth_message()

async connect()

async disconnect()

is_active() → bool

Check whether the client connection is active.

• Return type: bool

is_closed() → bool

Check whether the client is closed.

• Return type: bool

is_disconnecting() → bool

Check whether the client is disconnecting.

• Return type: bool

is_reconnecting() → bool

Check whether the client is reconnecting.

• Return type: bool

post_disconnection() → None

Actions to be performed post disconnection.

async reconnect()

async send(message: bytes) → None

class BetfairMarketStreamClient

Bases: BetfairStreamClient

Provides a Betfair market stream client.

async send_subscription_message(market_ids: list | None = None, betting_types: list | None = None, event_type_ids: list | None = None, event_ids: list | None = None, turn_in_play_enabled: bool | None = None, market_types: list | None = None, venues: list | None = None, country_codes: list | None = None, race_types: list | None = None, initial_clk: str | None = None, clk: str | None = None, conflate_ms: int | None = None, heartbeat_ms: int | None = None, segmentation_enabled: bool = True, subscribe_book_updates=True, subscribe_trade_updates=True, subscribe_market_definitions=True, subscribe_ticker=True, subscribe_bsp_updates=True, subscribe_bsp_projected=True) → None

post_connection() → None

Actions to be performed post connection.

post_reconnection() → None

Actions to be performed post connection.

auth_message()

async connect()

async disconnect()

is_active() → bool

Check whether the client connection is active.

• Return type: bool

is_closed() → bool

Check whether the client is closed.

• Return type: bool

is_disconnecting() → bool

Check whether the client is disconnecting.

• Return type: bool

is_reconnecting() → bool

Check whether the client is reconnecting.

• Return type: bool

post_disconnection() → None

Actions to be performed post disconnection.

async reconnect()