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Output streaming matched backs/lays #369

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liampauling opened this issue Dec 31, 2020 · 0 comments
Open

Output streaming matched backs/lays #369

liampauling opened this issue Dec 31, 2020 · 0 comments

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@liampauling
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liampauling commented Dec 31, 2020

Output streaming matched_backs/lays that are included in the stream but not currently available from the cache.

Price point / full depth Ladders (price, size - tuples - keyed by price) of matches:
  mb / Matched Backs - matched amounts by distinct matched price on the Back side for this runner
  ml / Matched Lays - matched amounts by distinct matched price on the Lay side for this runner

smc - strategy positions

Returns strategy positions (OrderRunnerChange.smc=Map<customerStrategyRef, StrategyMatchChange>) - these are sent in delta format as per overall position.

https://docs.developer.betfair.com/display/1smk3cen4v3lu3yomq5qye0ni/Exchange+Stream+API#ExchangeStreamAPI-OCM/OrderChangeMessage

liampauling added a commit that referenced this issue Dec 31, 2020
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