Sample code for the exchange stream api which provides real-time market and order data from the betfair exchange.
The console app enables you to explore most of the API functions; please note that:
- Your appkey must be setup for streaming (contact Developer Support via https://developer.betfair.com/support/)
- Credentials for .net are stored in AppData in plain text
Note: Use stream-api.betfair.com in production (stream-api-integration.betfair.com is for testing and has no backup).
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
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", //NOTE: use production endpoint in prod: stream-api.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");
A few tips on basic connections:
- No need to explicitly start / stop if using client cache
- Status event allows you to monitor status
- AutoReconnect is enabled by default and will establish and re-subscribe any subscriptions.
- Exceptions are routed up to subscribe methods
A few tips on market subscription:
- MarketDataFilter - correctly setting this on the cache improves performance
- MarketFilter - you are not limited to knowing specific market ids; wildcards let you know as soon as a market appears
- ConflateMs - you can slow down the data rate (to say a GUI refresh rate).
- By default markets are deleted on close
A few tips on order subscription:
- Orders are retrieved for your id
- On initial connection (or re-connect) only unmatched / executable orders are returned.
- Matches are price point aggregated
- By default markets are deleted on close
It is possible to run the java application through a docker container, if you want to build yourself and run, execute on parent directory:
- docker build -t "tag" -f java/Dockerfile .
- docker run -it "tag"
Otherwise make use of docker-compose features:
- Simply with a single command "docker-compose run esaconsole" will set everything up.
###Specification: https://github.com/betfair/stream-api-sample-code/blob/master/stream-api-specification.pdf
###Schema We publish a swagger schema to define the object model: http://editor.swagger.io/#/?import=https://raw.githubusercontent.com/betfair/stream-api-sample-code/master/ESASwaggerSchema.json (Note: the stream is not a rest service so generated swagger clients are of limited use although you can use the generated object model)
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