stream-api-sample-code

Sample code for the exchange stream api which provides real-time market and order data from the betfair exchange.

Console App

The console app enables you to explore most of the API functions; please note that:

1. Your appkey must be setup for streaming (contact BDP)
2. Credentials for .net are stored in AppData in plain text

Client overview

The basic client structure is separated into a number of components:

• AppKeyAndSessionProvider - this class is used to authenticate & provide a session token.
• Client - this class provides a connection to the stream
• ClientCache - this class provides a thread safe cache that may be used to:
• Respond to discrete changes
• Respond to batch changes
• Directly query the cache

Getting started

The below is found in the ClientCacheTest and exhibits the basic setup user story:

        //1: Create a session provider
        AppKeyAndSessionProvider sessionProvider = new AppKeyAndSessionProvider(
            AppKeyAndSessionProvider.SSO_HOST_COM,
            AppKey,
            UserName,
            Password);

        //2: Create a client
        Client client = new Client(
            "stream-api-integration.betfair.com",
            443,
            sessionProvider);

        //3: Create a cache
        ClientCache cache = new ClientCache(client);

        //4: Setup order subscription
        //Register for change events
        cache.OrderCache.OrderMarketChanged += 
            (sender, arg) => Console.WriteLine("Order:" + arg.Snap);
        //Subscribe to orders    
        cache.SubscribeOrders();

        //5: Setup market subscription
        //Register for change events
        cache.MarketCache.MarketChanged += 
            (sender, arg) => Console.WriteLine("Market:" + arg.Snap);
        //Subscribe to markets (use a valid market id or filter)
        cache.SubscribeMarkets("1.125037533");

Connection semantics

A few tips on basic connections:

1. No need to explicitly start / stop if using client cache
2. Status event allows you to monitor status
3. AutoReconnect is enabled by default and will establish and re-subscribe any subscriptions.
4. Exceptions are routed up to subscribe methods

Market Subscription

A few tips on market subscription:

1. MarketDataFilter - correctly setting this on the cache improves performance
2. MarketFilter - you are not limited to knowing specific market ids; wildcards let you know as soon as a market appears
3. ConflateMs - you can slow down the data rate (to say a GUI refresh rate).
4. By default markets are deleted on close

Order Subscription

A few tips on order subscription:

1. Orders are retrieved for your id
2. On initial connection (or re-connect) only unmatched / executable orders are returned.
3. Matches are price point aggregated
4. By default markets are deleted on close