def raw_market_updates_instruments(
market="1.166811431", runner1="60424", runner2="237478", currency="GBP"
):
updates = BetfairTestStubs.raw_market_updates(
market=market, runner1=runner1, runner2=runner2
)
market_def = updates[0]["mc"][0]
instruments = make_instruments(market_def, currency)
return instruments
async def test_make_instruments(self):
# Arrange
list_market_catalogue_data = {
m["marketId"]: m
for m in BetfairResponses.betting_list_market_catalogue()["result"]
if m["eventType"]["name"] == "Basketball"
}
# Act
instruments = [
instrument for metadata in list_market_catalogue_data.values()
for instrument in make_instruments(metadata, currency="GBP")
]
# Assert
assert len(instruments) == 30412
def historical_instrument_provider_loader(instrument_provider, line):
from nautilus_trader.adapters.betfair.providers import make_instruments
if instrument_provider is None:
return
data = orjson.loads(line)
# Find instruments in data
for mc in data.get("mc", []):
if "marketDefinition" in mc:
market_def = {**mc["marketDefinition"], **{"marketId": mc["id"]}}
instruments = make_instruments(market_definition=market_def, currency="GBP")
instrument_provider.add_bulk(instruments)
# By this point we should always have some instruments loaded from historical data
if not instrument_provider.list_all():
# TODO - Need to add historical search
raise Exception("No instruments found")
def test_market_update_runner_removed(self):
update = BetfairStreaming.market_definition_runner_removed()
# Setup
market_def = update["mc"][0]["marketDefinition"]
market_def["marketId"] = update["mc"][0]["id"]
instruments = make_instruments(
market_definition=update["mc"][0]["marketDefinition"],
currency="GBP")
self.provider.add_bulk(instruments)
results = []
for data in on_market_update(instrument_provider=self.provider,
update=update):
results.append(data)
result = [r.status for r in results[:8]]
expected = [InstrumentStatus.PRE_OPEN] * 7 + [InstrumentStatus.CLOSED]
assert result == expected
def test_market_bsp(self):
# Setup
update = BetfairStreaming.mcm_BSP()
provider = self.client.instrument_provider()
for mc in update[0]["mc"]:
market_def = {**mc["marketDefinition"], "marketId": mc["id"]}
instruments = make_instruments(market_definition=market_def, currency="GBP")
provider.add_bulk(instruments)
for update in update:
self.client._on_market_update(update)
result = Counter([type(event).__name__ for event in self.messages])
expected = {
"TradeTick": 95,
"BSPOrderBookDelta": 30,
"InstrumentStatusUpdate": 9,
"OrderBookSnapshot": 8,
"OrderBookDeltas": 2,
}
assert result == expected
def raw_market_updates_instruments():
updates = BetfairTestStubs.raw_market_updates()
market_def = updates[0]["mc"][0]
instruments = make_instruments(market_def, "AUD")
return instruments
def test_load_instruments(market_metadata):
instruments = [
instrument for metadata in market_metadata.values()
for instrument in make_instruments(metadata, currency="GBP")
]
assert len(instruments) == 172535