Module parse 

Parsing utilities that convert Betfair stream messages into Nautilus domain models.

MCM (Market Change Messages) are parsed into order book deltas, trade ticks, and instrument status updates. OCM (Order Change Messages) are parsed into order status reports and fill reports.

Structs

FillTracker

Tracks cumulative fill state per bet to compute incremental fills from the Betfair OCM stream.

Functions

has_cancel_quantity

Returns true if the unmatched order has cancel, lapse, or void quantities.

is_lapsed

Returns true if the order is execution-complete and has lapsed.

make_fill_report

Creates a [FillReport] for a Betfair order fill.

make_trade_id

Generates a deterministic [TradeId] for a Betfair fill.

make_trade_tick

Creates a [TradeTick] from stream data.

parse_betfair_starting_prices

Extracts BetfairStartingPrice values from a market definition’s runners.

parse_betfair_ticker

Extracts a BetfairTicker from a runner change if any ticker fields are present.

parse_bsp_book_deltas

Extracts BSP order book deltas from a runner change’s spb/spl fields.

parse_instrument_closes

Produces [InstrumentClose] events from a market definition’s runner statuses.

parse_instrument_statuses

Produces per-runner [InstrumentStatus] events from a market definition.

parse_order_status_report

Parses a streaming UnmatchedOrder into a Nautilus [OrderStatusReport].

parse_race_progress

Parses a RaceProgressChange into a BetfairRaceProgress.

parse_race_runner_data

Parses a single RaceRunnerChange into a BetfairRaceRunnerData.

parse_runner_book_deltas

Parses a single runner’s book data into [OrderBookDeltas].