Betfair Exchange API : Streaming API - Last Traded Amount

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ShaunWhite
Posts: 6188
Joined: Sat Sep 03, 2016 3:42 am

Fri Dec 07, 2018 2:18 pm

northbound wrote:
Fri Dec 07, 2018 8:01 am
On greyhound races, I’ll probably also try and log every message received, spot a spike on Betfair chart, stop the logger and look into recent messages to see what did Betfair stream actually send.
That's not far off another idea I had....to just try to read the stream as fast as pos and then calculate the change over time with code. Basically creating you own little rolling 20ms baskets and doing your own conflation... somehow. I'm not calculating LTA myself but that's how I'm working out other changes over time and the results seem to be sensible. I don't use the ConflateMs to control the batching, I do it at my end.

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northbound
Posts: 736
Joined: Mon Mar 20, 2017 11:22 pm

Fri Dec 07, 2018 2:39 pm

ShaunWhite wrote:
Fri Dec 07, 2018 2:18 pm
read the stream as fast as pos and then calculate the change over time with code.
That wouldn’t work for the kind of tool I’m trying to build, which is to get a Telegram alert as soon as a big chunk gets matched in specific markets.

It also depends which technology you use to read the stream. My choice for now is NodeJs as it’s non-blocking and can send the Telegram alert “in background” without halting the stream reading process.

If you use a normal “blocking” language, most probably you’re right: have one process that reads and saves the stream, while another process makes sense of the data.

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