tickrush 0.1.0__tar.gz

tickrush-0.1.0/.github/workflows/release.yml

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+name: Build & Publish to PyPI
+
+on:
+  release:
+    types: [published]
+
+permissions:
+  contents: read
+
+jobs:
+  build:
+    name: Build wheels (${{ matrix.target }})
+    runs-on: ${{ matrix.runner }}
+    strategy:
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+        include:
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+            runner: ubuntu-latest
+            manylinux: "2014"
+          - target: aarch64-unknown-linux-gnu
+            runner: ubuntu-latest
+            manylinux: "2014"
+          - target: x86_64-apple-darwin
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+          - target: aarch64-apple-darwin
+            runner: macos-14
+          - target: x86_64-pc-windows-msvc
+            runner: windows-latest
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+
+      - uses: PyO3/maturin-action@v1
+        with:
+          target: ${{ matrix.target }}
+          args: --release --out dist --interpreter 3.10 3.11 3.12 3.13
+          manylinux: ${{ matrix.manylinux || 'auto' }}
+
+      - uses: actions/upload-artifact@v4
+        with:
+          name: wheels-${{ matrix.target }}
+          path: dist/*.whl
+
+  sdist:
+    name: Build source distribution
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - uses: PyO3/maturin-action@v1
+        with:
+          command: sdist
+          args: --out dist
+
+      - uses: actions/upload-artifact@v4
+        with:
+          name: wheels-sdist
+          path: dist/*.tar.gz
+
+  publish:
+    name: Publish to PyPI
+    needs: [build, sdist]
+    runs-on: ubuntu-latest
+    environment: pypi
+    permissions:
+      id-token: write
+    steps:
+      - uses: actions/download-artifact@v4
+        with:
+          pattern: wheels-*
+          merge-multiple: true
+          path: dist/
+
+      - uses: pypa/gh-action-pypi-publish@release/v1

tickrush-0.1.0/.gitignore

@@ -0,0 +1,18 @@
+# Rust
+target/
+
+# Python
+__pycache__/
+*.pyc
+*.egg-info/
+.venv/
+
+# IDE
+.idea/
+.vscode/
+
+# OS
+.DS_Store
+
+# Test cache
+.pytest_cache/

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tickrush-0.1.0/Cargo.toml

@@ -0,0 +1,21 @@
+[package]
+name = "tickrush"
+version = "0.1.0"
+edition = "2021"
+description = "High-performance Betfair price stream reader"
+license = "MIT"
+readme = "README.md"
+
+[lib]
+name = "tickrush"
+crate-type = ["cdylib"]
+
+[dependencies]
+pyo3 = { version = "0.22", features = ["extension-module"] }
+serde_json = "1.0"
+flate2 = "1.0"
+
+[profile.release]
+lto = true
+codegen-units = 1
+opt-level = 3

tickrush-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+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.

tickrush-0.1.0/PKG-INFO

@@ -0,0 +1,94 @@
+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/README.md

@@ -0,0 +1,76 @@
+# 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/benchmarks/benchmark_flumine.py

@@ -0,0 +1,116 @@
+"""
+Benchmark comparing FlumineSimulation baseline (betfairlightweight) vs tickrush.
+
+Based on: https://github.com/betcode-org/flumine/blob/master/examples/simulate.py
+"""
+
+import sys
+import time
+import logging
+from pathlib import Path
+
+from pythonjsonlogger import jsonlogger
+
+from flumine import FlumineSimulation, clients
+from flumine.streams.historicalstream import HistoricalStream
+
+import tickrush
+from lowestlayer import LowestLayer
+
+
+# Suppress logging to avoid benchmark noise
+logger = logging.getLogger()
+custom_format = "%(asctime) %(levelname) %(message)"
+log_handler = logging.StreamHandler()
+formatter = jsonlogger.JsonFormatter(custom_format)
+formatter.converter = time.gmtime
+log_handler.setFormatter(formatter)
+logger.addHandler(log_handler)
+logger.setLevel(logging.CRITICAL)
+
+TEST_FILE = Path(__file__).parent.parent / "tests" / "resources" / "PRO-1.170258213"
+
+# Store original create_generator for restoration
+_original_create_generator = HistoricalStream.create_generator
+
+
+def _tickrush_create_generator(self):
+    """Replacement create_generator that uses tickrush."""
+    stream_id = self.stream_id
+
+    def generator():
+        for market_book in tickrush.iter_prices_file(str(self.market_filter)):
+            market_book.streaming_unique_id = stream_id
+            yield [market_book]
+
+    return generator
+
+
+def run_simulation(markets, use_tickrush=False):
+    """Run a flumine simulation, optionally using tickrush."""
+    if use_tickrush:
+        HistoricalStream.create_generator = _tickrush_create_generator
+    else:
+        HistoricalStream.create_generator = _original_create_generator
+
+    client = clients.SimulatedClient()
+    framework = FlumineSimulation(client=client)
+
+    strategy = LowestLayer(
+        market_filter={"markets": markets},
+        max_order_exposure=1000,
+        max_selection_exposure=105,
+        context={"stake": 2},
+    )
+    framework.add_strategy(strategy)
+    framework.run()
+
+    # Always restore
+    HistoricalStream.create_generator = _original_create_generator
+    return framework
+
+
+def get_profit(framework):
+    """Get total profit from a simulation run."""
+    total = 0.0
+    for market in framework.markets:
+        total += sum(o.profit for o in market.blotter)
+    return total
+
+
+def main():
+    if not TEST_FILE.exists():
+        print(f"Test file not found: {TEST_FILE}")
+        sys.exit(1)
+
+    markets = [str(TEST_FILE)]
+    print(f"File: {TEST_FILE.name} ({TEST_FILE.stat().st_size / 1024 / 1024:.1f} MB)")
+
+    # Run baseline
+    print("Running baseline (betfairlightweight)...")
+    start = time.perf_counter()
+    baseline = run_simulation(markets, use_tickrush=False)
+    baseline_time = time.perf_counter() - start
+    baseline_profit = get_profit(baseline)
+    print(f"  Time: {baseline_time:.2f}s  Profit: {baseline_profit:.2f}")
+
+    # Run tickrush
+    print("Running tickrush...")
+    start = time.perf_counter()
+    tickrush_fw = run_simulation(markets, use_tickrush=True)
+    tickrush_time = time.perf_counter() - start
+    tickrush_profit = get_profit(tickrush_fw)
+    print(f"  Time: {tickrush_time:.2f}s  Profit: {tickrush_profit:.2f}")
+
+    # Results
+    speedup = baseline_time / tickrush_time
+    profit_match = "MATCH" if abs(baseline_profit - tickrush_profit) < 0.01 else "MISMATCH"
+    print()
+    print(f"Baseline:  {baseline_time:.2f}s")
+    print(f"Tickrush:  {tickrush_time:.2f}s")
+    print(f"Speedup:   {speedup:.2f}x")
+    print(f"Profit:    {profit_match} (baseline={baseline_profit:.2f}, tickrush={tickrush_profit:.2f})")
+
+
+if __name__ == "__main__":
+    main()