Struct BetfairDataLoader 

pub struct BetfairDataLoader { /* private fields */ }

Reads Betfair historical data files and converts them into Nautilus domain objects.

Each file contains newline-delimited JSON from the Betfair Exchange Streaming API. The loader handles gzip decompression, stateful traded volume tracking, and instrument creation from market definitions.

Implementations

impl BetfairDataLoader

pub fn new(currency: Currency, min_notional: Option<Money>) -> Self

Creates a new BetfairDataLoader.

pub fn instruments(&self) -> &AHashMap<InstrumentId, InstrumentAny>

Returns the instruments cached from the most recent load.

pub fn reset(&mut self)

Clears all cached state (instruments and traded volumes).

pub fn load(&mut self, filepath: &Path) -> Result<Vec<BetfairDataItem>>

Loads a Betfair historical data file and returns all parsed data items.

Supports gzip-compressed (.gz), bzip2-compressed (.bz2), and plain JSON files. Each line is deserialized as a Betfair stream message. MCM and RCM messages are parsed into Nautilus domain objects; other message types are skipped.

Errors

Returns an error if the file cannot be opened or a line fails to parse.

pub fn load_instruments( &mut self, filepath: &Path, ) -> Result<Vec<InstrumentAny>>

Loads only instrument definitions from a Betfair historical data file.

Scans the file for market definitions and creates instruments, but skips all other data processing. Faster than load() when only instruments are needed.

Errors

Returns an error if the file cannot be opened or parsed.

Trait Implementations

impl Debug for BetfairDataLoader

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.