tickrush 0.1.0__cp310-cp310-macosx_10_12_x86_64.whl

tickrush/__init__.py

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+from .tickrush import (
+    ExchangePrices,
+    MarketBook,
+    MarketDefinition,
+    MarketDefinitionRunner,
+    PricesIterator,
+    PriceSize,
+    Runner,
+    StartingPrices,
+    iter_prices_file,
+)
+
+__version__ = "0.1.0"
+__all__ = [
+    "iter_prices_file",
+    "MarketBook",
+    "MarketDefinition",
+    "MarketDefinitionRunner",
+    "Runner",
+    "ExchangePrices",
+    "StartingPrices",
+    "PriceSize",
+    "PricesIterator",
+]

tickrush/tickrush.pyi

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+import datetime
+from typing import Optional
+
+class PriceSize:
+    price: float
+    size: float
+    def __getitem__(self, key: str) -> float: ...
+    def __repr__(self) -> str: ...
+
+class ExchangePrices:
+    @property
+    def available_to_back(self) -> list[PriceSize]: ...
+    @property
+    def available_to_lay(self) -> list[PriceSize]: ...
+    @property
+    def traded_volume(self) -> list[PriceSize]: ...
+
+class StartingPrices:
+    @property
+    def near_price(self) -> Optional[float | str]: ...
+    @property
+    def far_price(self) -> Optional[float | str]: ...
+    @property
+    def actual_sp(self) -> Optional[float | str]: ...
+    @property
+    def back_stake_taken(self) -> list[PriceSize]: ...
+    @property
+    def lay_liability_taken(self) -> list[PriceSize]: ...
+
+class MarketDefinitionRunner:
+    selection_id: int
+    sort_priority: int
+    status: str
+    handicap: float
+    adjustment_factor: Optional[float]
+    removal_date: Optional[str]
+    name: Optional[str]
+    bsp: Optional[float]
+
+class MarketDefinition:
+    @property
+    def event_id(self) -> Optional[str]: ...
+    @property
+    def event_type_id(self) -> Optional[str]: ...
+    @property
+    def event_name(self) -> Optional[str]: ...
+    @property
+    def market_type(self) -> Optional[str]: ...
+    @property
+    def country_code(self) -> Optional[str]: ...
+    @property
+    def venue(self) -> Optional[str]: ...
+    @property
+    def race_type(self) -> Optional[str]: ...
+    @property
+    def name(self) -> Optional[str]: ...
+    @property
+    def timezone(self) -> Optional[str]: ...
+    @property
+    def betting_type(self) -> Optional[str]: ...
+    @property
+    def regulators(self) -> list[str]: ...
+    @property
+    def runners(self) -> list[MarketDefinitionRunner]: ...
+    @property
+    def market_time(self) -> Optional[datetime.datetime]: ...
+    @property
+    def open_date(self) -> Optional[datetime.datetime]: ...
+    @property
+    def suspend_time(self) -> Optional[datetime.datetime]: ...
+    @property
+    def settled_time(self) -> Optional[datetime.datetime]: ...
+    @property
+    def bsp_market(self) -> bool: ...
+    @property
+    def persistence_enabled(self) -> bool: ...
+    @property
+    def each_way_divisor(self) -> Optional[float]: ...
+    @property
+    def turn_in_play_enabled(self) -> bool: ...
+    @property
+    def discount_allowed(self) -> bool: ...
+    @property
+    def market_base_rate(self) -> float: ...
+    @property
+    def bet_delay(self) -> int: ...
+    @property
+    def number_of_winners(self) -> int: ...
+    @property
+    def number_of_active_runners(self) -> int: ...
+    @property
+    def bsp_reconciled(self) -> bool: ...
+    @property
+    def complete(self) -> bool: ...
+    @property
+    def cross_matching(self) -> bool: ...
+    @property
+    def in_play(self) -> bool: ...
+    @property
+    def runners_voidable(self) -> bool: ...
+    @property
+    def status(self) -> str: ...
+    @property
+    def version(self) -> int: ...
+
+class Runner:
+    selection_id: int
+    handicap: float
+    adjustment_factor: Optional[float]
+    last_price_traded: Optional[float]
+    total_matched: float
+    @property
+    def status(self) -> Optional[str]: ...
+    @property
+    def removal_date(self) -> Optional[str]: ...
+    @property
+    def ex(self) -> ExchangePrices: ...
+    @property
+    def sp(self) -> StartingPrices: ...
+
+class MarketBook:
+    streaming_unique_id: Optional[int]
+    @property
+    def market_id(self) -> str: ...
+    @property
+    def publish_time(self) -> datetime.datetime: ...
+    @property
+    def publish_time_epoch(self) -> int: ...
+    @property
+    def status(self) -> str: ...
+    @property
+    def bet_delay(self) -> int: ...
+    @property
+    def bsp_reconciled(self) -> bool: ...
+    @property
+    def complete(self) -> bool: ...
+    @property
+    def cross_matching(self) -> bool: ...
+    @property
+    def inplay(self) -> bool: ...
+    @property
+    def number_of_active_runners(self) -> int: ...
+    @property
+    def number_of_runners(self) -> int: ...
+    @property
+    def number_of_winners(self) -> int: ...
+    @property
+    def runners_voidable(self) -> bool: ...
+    @property
+    def total_matched(self) -> float: ...
+    @property
+    def version(self) -> int: ...
+    @property
+    def last_match_time(self) -> Optional[int]: ...
+    @property
+    def market_definition(self) -> Optional[MarketDefinition]: ...
+    @property
+    def runners(self) -> list[Runner]: ...
+    def to_dict(self) -> dict: ...
+
+class PricesIterator:
+    def __iter__(self) -> PricesIterator: ...
+    def __next__(self) -> MarketBook: ...
+    def __len__(self) -> int: ...
+
+def iter_prices_file(path: str) -> PricesIterator: ...

tickrush-0.1.0.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: tickrush
+Version: 0.1.0
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Rust
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+License-File: LICENSE
+Summary: High-performance Betfair price stream reader
+Author-email: Maurice Berk <maurice@mauriceberk.com>
+License: MIT
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
+Project-URL: Repository, https://github.com/mberk/tickrush
+
+# tickrush
+
+`tickrush` is a performance-first ingestion layer for saved Betfair Exchange price stream data.
+Its sole purpose is to get historical Betfair `MarketBook` updates into `flumine` as fast as possible.
+
+## Installation
+
+Initial releases are available from GitHub. A PyPI release will follow shortly.
+
+```
+pip install git+https://github.com/mberk/tickrush.git
+```
+
+Python >=3.10 required.
+A Rust toolchain is required to build the PyO3 extension.
+
+## Usage
+
+To use `tickrush` when running a `flumine` simulation simply apply a trivial monkey-patch to `HistoricalStream.create_generator`.
+Here is an illustration using the `flumine` `LowestLayer` example strategy:
+
+
+```python
+# Store original create_generator for restoration
+_original_create_generator = HistoricalStream.create_generator
+
+# Monkey-patch HistoricalStream to use tickrush
+HistoricalStream.create_generator = tickrush.create_generator
+
+client = clients.SimulatedClient()
+
+framework = FlumineSimulation(client=client)
+
+markets = ["tests/resources/PRO-1.170258213"]
+
+strategy = LowestLayer(
+    market_filter={"markets": markets},
+    max_order_exposure=1000,
+    max_selection_exposure=105,
+    context={"stake": 2},
+)
+framework.add_strategy(strategy)
+
+framework.run()
+
+# Restore original
+HistoricalStream.create_generator = _original_create_generator
+```
+
+## Intent
+
+`tickrush` is obsessively focused on minimising the time taken to:
+
+- parse archived Betfair stream messages
+- produce `MarketBook` objects consumable by `flumine`
+- access fields on said `MarketBook` objects
+
+Everything else is deliberately out of scope.
+
+## Technology
+
+- Rust parser exposed via PyO3
+- Low-allocation decoding of Betfair stream messages
+- Efficient runner- and price-level cache reuse
+- Thin Python surface designed to integrate directly with `flumine`
+
+## Roadmap
+
+Planned future work includes:
+- A compact proprietary file format for even more efficient parsing
+- Offering a range of stripped down `MarketBook`-like objects to avoid unnecessarily constructing unused fields
+- Switching to a pure C extension to minimise `getter` overhead
+
+## Status
+
+This project is under active development and not yet API-stable.
+

tickrush-0.1.0.dist-info/RECORD

@@ -0,0 +1,7 @@
+tickrush/__init__.py,sha256=74p5zc7qvm9qmfc_Hx4OEZArGV2AEAQov09u-GSd394,431
+tickrush/tickrush.cpython-310-darwin.so,sha256=e54ZdJHThlcfszsxZ6gwW4Ab-Om8FM5tmzMsRbajPwg,759280
+tickrush/tickrush.pyi,sha256=IecVHRlNe1R006uAhpvvpmzmT5HNlH3NJ6oloxEDXZA,4680
+tickrush-0.1.0.dist-info/METADATA,sha256=0O-LSJnWnnYWscjzp3vRTCfZP4Nxt4uN8Uxxci3zHGg,2819
+tickrush-0.1.0.dist-info/WHEEL,sha256=SH2iwf33rrTAQQTAxViKnknF7OtYc7LWwc1oMZ0yCgI,107
+tickrush-0.1.0.dist-info/licenses/LICENSE,sha256=TN_37r1AEIqgRyYWwlnUZa7erd4oed870BuxtKTDz_k,1069
+tickrush-0.1.0.dist-info/RECORD,,

tickrush-0.1.0.dist-info/WHEEL

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+Wheel-Version: 1.0
+Generator: maturin (1.11.5)
+Root-Is-Purelib: false
+Tag: cp310-cp310-macosx_10_12_x86_64

tickrush-0.1.0.dist-info/licenses/LICENSE

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+MIT License
+
+Copyright (c) 2025 Maurice Berk
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.