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 _on_market_update(self, update):
if self._check_stream_unhealthy(update=update):
pass
updates = on_market_update(
instrument_provider=self._instrument_provider,
update=update,
)
if not updates:
self._handle_no_data(update=update)
for data in updates:
self._log.debug(f"{data}")
if isinstance(data, Data):
if self._strict_handling:
if (hasattr(data, "instrument_id") and data.instrument_id
not in self._subscribed_instrument_ids):
# We receive data for multiple instruments within a subscription, don't emit data if we're not
# subscribed to this particular instrument as this will trigger a bunch of error logs
continue
self._handle_data(data=data)
elif isinstance(data, Event):
self._log.warning(
f"Received event: {data}, DataEngine not yet setup to send events"
)
def line_parser(x, instrument_provider):
from nautilus_trader.adapters.betfair.parsing import on_market_update
yield from on_market_update(instrument_provider=instrument_provider, update=orjson.loads(x))