def parse_market_prices(mkt):
return {'market_id': mkt.get('Id'),
'market_name': mkt.get('Name'),
'market_type': MarketType(int(mkt.get('Type'))).name if mkt.get('Type') else None,
'market_start_time': make_tz_naive(mkt.get('StartTime')),
'runners': [parse_runner_prices(runner) for runner in mkt.get('Selections', [])],
'is_play_market': mkt.get('IsPlayMarket'),
'status': MarketStatus(int(mkt.get('Status'))).name if mkt.get('Status') else None,
'number_of_winners': floatify(mkt.get('NumberOfWinningSelections')),
'withdrawal_sequence_number': mkt.get('WithdrawalSequenceNumber'),
'market_display_order': mkt.get('DisplayOrder'),
'enabled_for_multiples': mkt.get('IsEnabledForMultiples'),
'in_play_available': mkt.get('IsInRunningAllowed'),
'race_grade': mkt.get('RaceGrade'),
'managed_in_running': mkt.get('IsManagedWhenInRunning'),
'in_play': mkt.get('IsCurrentlyInRunning'),
'in_running_delay': mkt.get('InRunningDelaySeconds'),
'event_id': mkt.get('EventClassifierId'),
'market_total_matched': floatify(mkt.get('TotalMatchedAmount')),
'place_payout': floatify(mkt.get('PlacePayout')),
'market_back_matched': floatify(mkt.get('MatchedMarketForStake')),
'market_lay_matched': floatify(mkt.get('MatchedMarketAgainstStake')),
'home_team_score': mkt.get('HomeTeamScore'),
'away_team_score': mkt.get('AwayTeamScore'),
'score_type': mkt.get('ScoreType'),
}
def parse_orders_receipt(order):
return {
'order_id':
order.get('OrderHandle'),
'side':
Polarity(int(order.get('Polarity'))).name
if order.get('Polarity') else None,
'size_remaining':
floatify(order.get('UnmatchedStake')),
'matched_price':
floatify(order.get('MatchedPrice')),
'matched_size':
floatify(order.get('MatchedStake')),
'matched_lay_size':
floatify(order.get('MatchedAgainstStake')),
'sent_time':
make_tz_naive(order.get('IssuedAt')),
'status':
OrderStatus(int(order.get('Status'))) if order.get('Status') else None,
'runner_sequence_number':
order.get('SequenceNumber'),
'runner_id':
order.get('SelectionId'),
'customer_reference':
order.get('PunterReferenceNumber'),
'return_code':
order.get('ReturnCode'),
}
def parse_trade_item(trade):
trd = trade.get('TradeItems', {})
return {
'traded_time': make_tz_naive(trd.get('occurredAt')),
'price': floatify(trd.get('price')),
'size': floatify(trd.get('backersStake')),
'side': Polarity(int(trd.get('tradeType'))).name if trd.get('tradeType') else None,
}
def parse_market_withdrawal(data):
return {
'runner_id': data.get('SelectionId'),
'withdrawal_time': make_tz_naive(data.get('WithdrawalTime')),
'sequence_number': data.get('SequenceNumber'),
'reduction_factor': floatify(data.get('ReductionFactor')),
'compound_reduction_factor': floatify(data.get('CompoundReductionFactor')),
}
def parse_account_balance(bal):
return {
'currency': bal.get('Currency'),
'available_funds': floatify(bal.get('AvailableFunds')),
'balance': floatify(bal.get('Balance')),
'credit': floatify(bal.get('Credit')),
'exposure': floatify(bal.get('Exposure')),
}
def parse_runners(data):
return {'runner_id': data.get('Id'),
'runner_name': data.get('Name'),
'runner_status': SelectionStatus(int(data.get('Status'))).name if data.get('Status') else None,
'reset_count': data.get('ResetCount'),
'deduction_factor': floatify(data.get('DeductionFactor')),
'runner_display_order': data.get('DisplayOrder')}
def parse_account_postings(posts):
return {
'postings_complete':
posts.get('HaveAllPostingsBeenReturned'),
'currency':
posts.get('Currency'),
'available_funds':
floatify(posts.get('AvailableFunds')),
'balance':
floatify(posts.get('Balance')),
'credit':
floatify(posts.get('Credit')),
'exposure':
floatify(posts.get('Exposure')),
'transactions':
[{
'transaction_time': make_tz_naive(order.get('PostedAt')),
'description': order.get('Description'),
'amount': floatify(order.get('Amount')),
'resulting_balance': floatify(order.get('ResultingBalance')),
'transaction_category': order.get('PostingCategory'),
'order_id': order.get('OrderId'),
'market_id': order.get('MarketId'),
'transaction_id': order.get('TransactionId')
} for order in posts.get('Orders', {}).get('Order', [])
if posts.get('Orders')]
} if posts.get('Orders') and posts.get('Orders', {}).get('Order',
[]) else {}
def parse_runner_book(book):
back_levels = []
lay_levels = []
order_book = {'batb': [], 'batl': []}
for level in book:
for side, order in level.items():
if order:
side = price_side_map.get(side)
if side == 'back':
bisect.insort(back_levels, floatify(order.get('Price')))
order_book['batb'].append([
floatify(order.get('Price')),
floatify(order.get('Stake'))
])
elif side == 'lay':
bisect.insort_right(lay_levels,
floatify(order.get('Price')))
order_book['batl'].append([
floatify(order.get('Price')),
floatify(order.get('Stake'))
])
back_levels.reverse()
order_book['batb'] = [[back_levels.index(x[0]), x[0], x[1]]
for x in order_book['batb']]
order_book['batl'] = [[lay_levels.index(x[0]), x[0], x[1]]
for x in order_book['batl']]
return order_book
def parse_market(mkt_data, other_info):
return [{
**{
'runners': [
parse_runners(runner) for runner in mkt.get('Selections', [])
],
'market_id':
mkt.get('Id'),
'market_name':
mkt.get('Name'),
'market_type':
MarketType(int(mkt.get('Type'))).name if mkt.get('Type') else None,
'is_play_market':
mkt.get('IsPlayMarket'),
'market_status':
MarketStatus(int(mkt.get('Status'))).name if mkt.get('Status') else None,
'number_of_winners':
mkt.get('NumberOfWinningSelections'),
'market_start_time':
make_tz_naive(mkt.get('StartTime')),
'withdrawal_sequence_number':
mkt.get('WithdrawalSequenceNumber'),
'market_display_order':
mkt.get('DisplayOrder'),
'enabled_for_multiples':
mkt.get('IsEnabledForMultiples'),
'in_play_available':
mkt.get('IsInRunningAllowed'),
'race_grade':
mkt.get('RaceGrade'),
'managed_in_running':
mkt.get('IsManagedWhenInRunning'),
'in_play':
mkt.get('IsCurrentlyInRunning'),
'in_play_delay':
mkt.get('InRunningDelaySeconds'),
'event_id':
mkt.get('EventClassifierId'),
'place_payout':
floatify(mkt.get('PlacePayout'))
},
**other_info
} for mkt in mkt_data]
def parse_ladder(data):
return [
{'price': floatify(ol.get('price')),
'value': ol.get('representation')} for ol in data]
def parse_runner_prices(runner):
return {
'runner_book': parse_runner_book(runner.get('_value_1', [])),
'runner_id': runner.get('Id'),
'runner_name': runner.get('Name'),
'runner_status': SelectionStatus(int(runner.get('Status'))).name if runner.get('Status') else None,
'runner_reset_count': floatify(runner.get('ResetCount')),
'deduction_factor': floatify(runner.get('DeductionFactor')),
'runner_back_matched_size': floatify(runner.get('MatchedSelectionForStake')),
'runner_lay_matched_size': floatify(runner.get('MatchedSelectionAgainstStake')),
'runner_last_matched_time': make_tz_naive(runner.get('LastMatchedOccurredAt')),
'runner_last_matched_price': floatify(runner.get('LastMatchedPrice')),
'runner_last_matched_back_size': floatify(runner.get('LastMatchedForSideAmount')),
'runner_last_matched_lay_size': floatify(runner.get('LastMatchedAgainstSideAmount')),
'runner_open_interest': floatify(runner.get('SelectionOpenInterest')),
'runner_market_winnings': floatify(runner.get('MarketWinnings')),
'runner_positive_winnings': floatify(runner.get('MarketPositiveWinnings')),
'runner_back_matched_same_price': floatify(runner.get('MatchedForSideAmountAtSamePrice')),
'runner_lay_matched_same_price': floatify(runner.get('MatchedAgainstSideAmountAtSamePrice')),
'runner_last_traded_same_price': make_tz_naive(runner.get('FirstMatchAtSamePriceOccurredAt')),
'runner_total_matched_orders': floatify(runner.get('NumberOrders')),
'runner_total_matched_punters': floatify(runner.get('NumberPunters')),
}
def parse_orders(order):
return {
'order_id':
order.get('Id'),
'commission_information': {
'gross_settlement_amount':
floatify(
order.get('OrderCommissionInformation',
{}).get('GrossSettlementAmount')) if order.get(
'OrderCommissionInformation',
{}).get('GrossSettlementAmount') else None,
'commission':
floatify(
order.get('OrderCommissionInformation',
{}).get('OrderCommission')) if order.get(
'OrderCommissionInformation',
{}).get('OrderCommission') else None,
} if order.get('OrderCommissionInformation') else {},
'runner_id':
order.get('SelectionId'),
'market_id':
order.get('MarketId'),
'sequence_number':
order.get('SequenceNumber'),
'status':
OrderStatus(int(order.get('Status'))).name
if order.get('Status') else None,
'side':
Polarity(int(order.get('Polarity'))).name
if order.get('Polarity') else None,
'sent_time':
make_tz_naive(order.get('IssuedAt')),
'price':
floatify(order.get('RequestedPrice')),
'remaining_size':
floatify(order.get('UnmatchedStake')),
'average_price':
floatify(order.get('AveragePrice')),
'matched_price':
floatify(order.get('MatchedPrice')),
'matched_size':
floatify(order.get('MatchedStake')),
'matched_lay_size':
floatify(order.get('MatchedAgainstStake')),
'back_take_size':
floatify(order.get('TotalForSideTakeStake ')),
'back_make_size':
floatify(order.get('TotalForSideMakeStake')),
'customer_reference':
order.get('PunterReferenceNumber'),
'withdrawal_sequence_number':
order.get('ExpectedWithdrawalSequenceNumber'),
'runner_reset_count':
order.get('ExpectedSelectionResetCount'),
'in_play':
order.get('IsCurrentlyInRunning'),
'order_fill_type':
OrderKillType(int(order.get('OrderFillType'))).name
if order.get('OrderFillType') else None,
'fill_or_kill_threshold':
order.get('FillOrKillThreshold'),
'cancel_on_in_running':
order.get('CancelOnInRunning'),
'cancel_if_selection_reset':
order.get('CancelIfSelectionReset'),
'commission_base_rate':
floatify(order.get('PunterCommissionBasis')),
'commission_take_rate':
floatify(order.get('TakeCommissionRate')),
'commission_make_rate':
floatify(order.get('MakeCommissionRate')),
}
def parse_suspended_order(suspend):
return {
'order_id': suspend.get('OrderId'),
'size_suspended': floatify(suspend.get('SuspendedForSideStake')),
'customer_reference': suspend.get('PunterReferenceNumber'),
}
def parse_single_order(order):
return {
'order_id':
order.get('Id'),
'settlement_information': {
'gross_settlement_amount':
floatify(
order.get('OrderCommissionInformation',
{}).get('GrossSettlementAmount'))
if order.get('OrderCommissionInformation') else None,
'order_commission':
floatify(
order.get('OrderCommissionInformation',
{}).get('OrderCommission'))
if order.get('OrderCommissionInformation') else None,
'market_commission':
floatify(
order.get('OrderCommissionInformation',
{}).get('MarketCommission'))
if order.get('OrderCommissionInformation') else None,
'settlement_time':
make_tz_naive(
order.get('OrderCommissionInformation',
{}).get('MarketSettledDate'))
if order.get('OrderCommissionInformation') else None,
},
'audit_log': [{
'timestamp':
make_tz_naive(log.get('Time')),
'matched_size':
floatify(
log.get('MatchedOrderInformation', {}).get('MatchedStake'))
if log.get('MatchedOrderInformation') else None,
'matched_lay_size':
floatify(
log.get('MatchedOrderInformation',
{}).get('MatchedAgainstStake'))
if log.get('MatchedOrderInformation') else None,
'matched_price':
floatify(
log.get('MatchedOrderInformation', {}).get('PriceMatched'))
if log.get('MatchedOrderInformation') else None,
'matched_order_id':
log.get('MatchedOrderInformation', {}).get('MatchedOrderID')
if log.get('MatchedOrderInformation') else None,
'maker':
log.get('MatchedOrderInformation', {}).get('WasMake')
if log.get('MatchedOrderInformation') else None,
'order_commission':
floatify(
log.get('CommissionInformation', {}).get('OrderCommission')),
'gross_settlement_amount':
floatify(
log.get('CommissionInformation',
{}).get('GrossSettlementAmount')),
'order_action':
OrderActionType(int(log.get('OrderActionType'))).name,
'requested_size':
floatify(log.get('RequestedStake')),
'total_size':
floatify(log.get('TotalStake')),
'total_lay_size':
floatify(log.get('TotalAgainstStake')),
'requested_price':
floatify(log.get('RequestedPrice')),
'average_price':
floatify(log.get('AveragePrice')),
} for log in order.get('AuditLog', {}).get('AuditLog', [])],
'runner_id':
order.get('SelectionId'),
'market_id':
order.get('MarketId'),
'status':
OrderStatus(int(order.get('OrderStatus'))).name
if order.get('OrderStatus') else None,
'in_play':
order.get('IsCurrentlyInRunning'),
'market_status':
MarketStatus(int(order.get('MarketStatus'))).name
if order.get('MarketStatus') else None,
'sent_time':
make_tz_naive(order.get('IssuedAt')),
'last_update_time':
make_tz_naive(order.get('LastChangedAt')),
'expiry_time':
make_tz_naive(order.get('ExpiresAt')),
'valid_from':
make_tz_naive(order.get('ValidFrom')),
'order_fill_type':
OrderKillType(int(order.get('OrderFillType'))).name
if order.get('OrderFillType') else None,
'fill_or_kill_threshold':
floatify(order.get('FillOrKillThreshold')),
'requested_size':
floatify(order.get('RequestedStake')),
'requested_price':
floatify(order.get('RequestedPrice')),
'expected_selection_reset_count':
order.get('ExpectedSelectionResetCount'),
'total_size':
floatify(order.get('TotalStake')),
'remaining_size':
floatify(order.get('UnmatchedStake')),
'matched_size':
floatify(order.get('MatchedStake')),
'matched_lay_stake':
floatify(order.get('MatchedAgainstStake')),
'matched_price':
floatify(order.get('MatchedPrice')),
'average_price':
floatify(order.get('AveragePrice')),
'matching_time':
make_tz_naive(order.get('MatchingTimeStamp')),
'side':
Polarity(int(order.get('Polarity')))
if order.get('Polarity') else None,
'withdrawal_reprice_option':
order.get('WithdrawalRepriceOption'),
'cancel_on_in_running':
order.get('CancelOnInRunning'),
'cancel_if_selection_reset':
order.get('CancelIfSelectionReset'),
'sequence_number':
order.get('SequenceNumber'),
'customer_reference':
order.get('PunterReferenceNumber'),
'market_type':
order.get('MarketType'),
'expected_withdrawal_sequence_number':
order.get('ExpectedWithdrawalSequenceNumber'),
}
def parse_cancelled_order(cancel):
return {
'order_id': cancel.get('OrderHandle'),
'size_cancelled': floatify(cancel.get('cancelledForSideStake')),
'customer_reference': cancel.get('PunterReferenceNumber'),
}
