Betfair2 - Loren1166/NautilusTrader- GitHub Wiki
Betfair
Provides an API integration for the Betfair spots betting exchange.
为 Betfair 体育博彩交易所提供 API 集成。
Client 客户端
Common 通用
Config 配置
Data 数据
Data Types 数据类型
class SubscriptionStatus 订阅状态
class SubscriptionStatus(Enum)
Represents a Betfair subscription status.
表示 Betfair 订阅状态。
UNSUBSCRIBED = 0
PENDING_STARTUP = 1
RUNNING = 2
SUBSCRIBED = 3
class BSPOrderBookDelta BSP 订单簿增量
class BSPOrderBookDelta(OrderBookDelta)
@staticmethod
def from_batch(batch: RecordBatch) -> list[BSPOrderBookDelta]:
...
@staticmethod
def to_batch(self: BSPOrderBookDelta) -> RecordBatch:
...
@classmethod
def schema() -> Schema:
...
@property
def action(self) -> BookAction:
"""
BookAction
Return the deltas book action {ADD, UPDATE, DELETE, CLEAR}
# 返回增量的操作 {ADD, UPDATE, DELETE, CLEAR}
Returns
-------
BookAction
"""
...
@staticmethod
def capsule_from_list(items: list):
...
@staticmethod
def clear(instrument_id: InstrumentId, sequence: int, ts_event: int, ts_init: int) -> OrderBookDelta:
"""
Return an order book delta which acts as an initial CLEAR.
Returns
-------
OrderBookDelta
"""
...
@property
def flags(self) -> int:
"""
uint8_t
Return the flags for the delta.
# 返回增量的标志。
Returns
-------
uint8_t
"""
...
@staticmethod
def from_dict(values: dict) -> OrderBookDelta:
"""
Return an order book delta from the given dict values.
Parameters
----------
values : dict[*str, object]
The values for initialization.
# 初始化的值。
Returns
-------
OrderBookDelta
"""
...
@staticmethod
def 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.
# 要转换的 pyo3 Rust 订单簿增量。
Returns
-------
OrderBookDelta
"""
...
@staticmethod
def from_pyo3_list(pyo3_deltas: list) -> 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.
# 要转换的 pyo3 Rust 订单簿增量。
Returns
-------
list[OrderBookDelta]
"""
...
@staticmethod
def from_raw(instrument_id: InstrumentId, action: BookAction, side: OrderSide, price_raw: int, price_prec: int, size_raw: int, size_prec: int, order_id: int, flags: int, sequence: int, ts_event: int, ts_init: int) -> OrderBookDelta:
"""
Return an order book delta from the given raw values.
Parameters
----------
instrument_id : InstrumentId
The trade instrument ID.
# 交易Instrument ID。
action : BookAction {ADD, UPDATE, DELETE, CLEAR}
The order book delta action.
# 订单簿增量操作。
side : OrderSide {BUY, SELL}
The order side.
# 订单方向。
price_raw : int64_t
The order raw price (as a scaled fixed-point integer).
# 订单原始价格（作为缩放的定点整数）。
price_prec : uint8_t
The order price precision.
# 订单价格精度。
size_raw : uint64_t
The order raw size (as a scaled fixed-point integer).
# 订单原始规模（作为缩放的定点整数）。
size_prec : uint8_t
The order size precision.
# 订单规模精度。
order_id : uint64_t
The order ID.
# 订单 ID。
flags : uint8_t
The record flags bit field, indicating event end and data information. A value of zero indicates no flags.
# 记录标志位字段，指示事件结束和数据信息。值为零表示没有标志。
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.
# 更新的唯一序列号。如果源数据中没有提供序列号，则使用零值。
ts_event : uint64_t
UNIX timestamp (nanoseconds) when the tick event occurred.
# 数据事件发生时的 UNIX 时间戳（纳秒）。
ts_init : uint64_t
UNIX timestamp (nanoseconds) when the data object was initialized.
# 数据对象初始化时的 UNIX 时间戳（纳秒）。
Returns
-------
OrderBookDelta
"""
...
@classmethod
def fully_qualified_name(cls) -> str:
"""
Return the fully qualified name for the Data class.
Returns
-------
str
"""
...
@property
def instrument_id(self) -> InstrumentId:
"""
InstrumentId
Return the deltas book instrument ID.
# 返回增量的订单簿Instrument ID。
Returns
-------
InstrumentId
"""
...
@property
def is_add(self) -> bool:
"""
BookAction
If the deltas book action is an ADD.
# 如果增量的操作是 ADD。
Returns
-------
bool
"""
...
@property
def is_clear(self) -> bool:
"""
BookAction
If the deltas book action is a CLEAR.
# 如果增量的操作是 CLEAR。
Returns
-------
bool
"""
...
@property
def is_delete(self) -> bool:
"""
BookAction
If the deltas book action is a DELETE.
# 如果增量的操作是 DELETE。
Returns
-------
bool
"""
...
@classmethod
def is_signal(cls, name: str = "") -> 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.
# 要检查的特定信号名称。如果未提供名称或传递空字符串，则该方法检查类名是否指示
# 一般信号类型。如果提供了名称，则该方法检查类名是否对应于该特定信号。
Returns
-------
bool
True if the class name matches the signal type or the specific signal name, otherwise False.
# 如果类名与信号类型或特定信号名称匹配，则为 True，否则为 False。
"""
...
@property
def is_update(self) -> bool:
"""
BookAction
If the deltas book action is an UPDATE.
# 如果增量的操作是 UPDATE。
Returns
-------
bool
"""
...
@staticmethod
def list_from_capsule(capsule):
...
@property
def order(self) -> BookOrder | None:
"""
BookOrder | None
Return the deltas book order for the action.
# 返回操作的增量订单簿订单。
Returns
-------
BookOrder
"""
...
@property
def sequence(self) -> int:
"""
uint64_t
Return the sequence number for the delta.
# 返回增量的序列号。
Returns
-------
uint64_t
"""
...
@staticmethod
def to_dict(obj: OrderBookDelta) -> dict:
"""
Return a dictionary representation of this object.
Returns
-------
dict[str, object]
"""
...
@staticmethod
def to_pyo3_list(deltas: list) -> list:
"""
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.
# 要转换的 pyo3 Rust 订单簿增量。
Returns
-------
list[nautilus_pyo3.OrderBookDelta]
"""
...
@property
def ts_event(self) -> int:
"""
int
UNIX timestamp (nanoseconds) when the data event occurred.
# 数据事件发生时的 UNIX 时间戳（纳秒）。
Returns
-------
int
"""
...
@property
def ts_init(self) -> int:
"""
int
UNIX timestamp (nanoseconds) when the object was initialized.
# 数据对象初始化时的 UNIX 时间戳（纳秒）。
Returns
-------
int
"""
...
class BetfairTicker Betfair 行情
class BetfairTicker(Data)
Represents a Betfair ticker.
表示 Betfair 行情。
@property
def ts_event(self) -> int:
"""
UNIX timestamp (nanoseconds) when the data event occurred.
# 数据事件发生时的 UNIX 时间戳（纳秒）。
Returns
-------
int
"""
...
@property
def ts_init(self) -> int:
"""
UNIX timestamp (nanoseconds) when the object was initialized.
# 数据对象初始化时的 UNIX 时间戳（纳秒）。
Returns
-------
int
"""
...
@classmethod
def schema():
...
@classmethod
def from_dict(values: dict):
...
@staticmethod
def to_dict(self: BetfairTicker):
...
@classmethod
def fully_qualified_name(cls) -> str:
"""
Return the fully qualified name for the Data class.
Returns
-------
str
"""
...
@classmethod
def is_signal(cls, name: str = "") -> 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.
# 要检查的特定信号名称。如果未提供名称或传递空字符串，则该方法检查类名是否指示
# 一般信号类型。如果提供了名称，则该方法检查类名是否对应于该特定信号。
Returns
-------
bool
True if the class name matches the signal type or the specific signal name, otherwise False.
# 如果类名与信号类型或特定信号名称匹配，则为 True，否则为 False。
"""
...
class BetfairStartingPrice Betfair 起始价格
class BetfairStartingPrice(Data)
Represents the realised Betfair Starting Price.
表示已实现的 Betfair 起始价格。
@property
def ts_event(self) -> int:
"""
UNIX timestamp (nanoseconds) when the data event occurred.
# 数据事件发生时的 UNIX 时间戳（纳秒）。
Returns
-------
int
"""
...
@property
def ts_init(self) -> int:
"""
UNIX timestamp (nanoseconds) when the object was initialized.
# 数据对象初始化时的 UNIX 时间戳（纳秒）。
Returns
-------
int
"""
...
@classmethod
def schema():
...
@classmethod
def from_dict(values: dict):
...
@staticmethod
def to_dict(self):
...
@classmethod
def fully_qualified_name(cls) -> str:
"""
Return the fully qualified name for the Data class.
Returns
-------
str
"""
...
@classmethod
def is_signal(cls, name: str = "") -> 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.
# 要检查的特定信号名称。如果未提供名称或传递空字符串，则该方法检查类名是否指示
# 一般信号类型。如果提供了名称，则该方法检查类名是否对应于该特定信号。
Returns
-------
bool
True if the class name matches the signal type or the specific signal name, otherwise False.
# 如果类名与信号类型或特定信号名称匹配，则为 True，否则为 False。
"""
...