Betfair integration 1.0

limx0 commented 3 years ago

I'd like to sign off on the Betfair integration being "ready to use" for the 1.127.0 release. I've been using it in production for a couple of weeks now (only on a handful of markets) and while not everything is supported, I would say it is almost ready to use. I have a handful of remaining tasks that I imagine I'll be able to complete before the release.

The remaining tasks are:

[x] There's a bug in converting probabilities from round prices (ie 4.0). Closed in #412
[x] We currently don't handle account balance changes when passive orders are submitted. This requires a little work on the nautilus account side.
[x] Theres a bunch of code in betfair/common.pyx that converts exchange prices to probabilities. I'd like to implement an "tick scheme" to replace this code. The tick scheme would more properly determine the price levels that are available for an instrument.
[x] There seems to be some delay in sending orders, I want to confirm I'm not doing anything blocking in the adapter (probably by spamming orders to Betfair)
[ ] I need to implement the reconciliation functions for Betfair
[ ] Add some more docs
[x] Add a BetfairTicker containing the last traded price and traded volume

limx0 commented 3 years ago

After some progress on #400, adding Ticker to this list

limx0 commented 3 years ago

This ticket is being addressed in #415

limx0 commented 3 years ago

Most of the tasks above have been completed by #415, and will make it into the 1.127.0 release. I will complete the remaining tasks for 1.128.0

limx0 commented 2 years ago

Closing this in favour of more specific issues. Documentation has been improved, only account reconciliation was left remaining.

nautechsystems / nautilus_trader

Betfair integration 1.0 #407