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Betfair Exchange Stream API wrapper

Project description

Betfairstreamer

What this library provides

  • Run single or multiple streams simultaneously.
  • Market cache and order cache, these provide abstractions over the betfairstream.
  • Using numpy arrays to slicing markets selections.
  • Async streaming (Optional).
  • Parse historical data.

Installation

pip install betfairstreamer==0.5.3

Example

Jupyter Notebook available in examples folder

Demo

Benchmark

Setup: Two processes, one sending betfair stream messages , one receiving.

Hardware: I7 8550U, 16GB ram

Results: 
 * Using a market cache it can read around ~90k messages/second (no decoding bytes -> dict), with decoding ~25k
 * Without market cache (reading and splitting byte messages. >> 100 Mb/s

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