Fixing remaining tests

nautilus_trader/adapters/betfair/execution.py

@@ -585,7 +585,7 @@ def check_cache_against_order_image(self, order_change_message: OCM) -> None:
                 instrument_id = betfair_instrument_id(
                     market_id=market.id,
                     selection_id=selection.id,
-                    selection_handicap=selection.hc or 0.0,
+                    selection_handicap=selection.hc,
                 )
                 orders = self._cache.orders(instrument_id=instrument_id)
                 venue_orders = {o.venue_order_id: o for o in orders}

nautilus_trader/adapters/betfair/parsing/common.py

@@ -23,6 +23,7 @@
 from nautilus_trader.core.correctness import PyCondition
 from nautilus_trader.model.identifiers import InstrumentId
 from nautilus_trader.model.instruments.betting import make_symbol
+from nautilus_trader.model.instruments.betting import null_handicap
 
 
 def hash_market_trade(timestamp: int, price: float, volume: float):
@@ -43,15 +44,19 @@ def betfair_instrument_id(
 
     """
     PyCondition.not_empty(market_id, "market_id")
-    symbol = make_symbol(market_id, selection_id, selection_handicap)
+    symbol = make_symbol(market_id, selection_id, selection_handicap or null_handicap())
     return InstrumentId(symbol=symbol, venue=BETFAIR_VENUE)
 
 
 def instrument_id_betfair_ids(
     instrument_id: InstrumentId,
 ) -> tuple[MarketId, SelectionId, Handicap]:
     parts = instrument_id.symbol.value.split("-", maxsplit=2)
-    return MarketId(parts[0]), SelectionId(parts[1]), Handicap(parts[2])
+    return (
+        MarketId(parts[0]),
+        SelectionId(parts[1]),
+        Handicap(parts[2]) if parts[2] != "None" else None,
+    )
 
 
 def chunk(list_like, n):

nautilus_trader/adapters/betfair/parsing/requests.py

@@ -14,7 +14,6 @@
 # -------------------------------------------------------------------------------------------------
 
 from datetime import datetime
-from functools import lru_cache
 
 import pandas as pd
 from betfair_parser.spec.accounts.type_definitions import AccountDetailsResponse
@@ -69,6 +68,7 @@
 from nautilus_trader.model.identifiers import TradeId
 from nautilus_trader.model.identifiers import VenueOrderId
 from nautilus_trader.model.instruments.betting import BettingInstrument
+from nautilus_trader.model.instruments.betting import null_handicap
 from nautilus_trader.model.objects import AccountBalance
 from nautilus_trader.model.objects import Money
 from nautilus_trader.model.objects import Price
@@ -96,7 +96,9 @@ def nautilus_limit_to_place_instructions(
     instructions = PlaceInstruction(
         order_type=OrderType.LIMIT,
         selection_id=int(instrument.selection_id),
-        handicap=instrument.selection_handicap,
+        handicap=instrument.selection_handicap
+        if instrument.selection_handicap != null_handicap()
+        else None,
         side=N2B_SIDE[command.order.side],
         limit_order=LimitOrder(
             price=command.order.price.as_double(),
@@ -123,7 +125,9 @@ def nautilus_limit_on_close_to_place_instructions(
     instructions = PlaceInstruction(
         order_type=OrderType.LIMIT_ON_CLOSE,
         selection_id=int(instrument.selection_id),
-        handicap=instrument.selection_handicap,
+        handicap=instrument.selection_handicap
+        if instrument.selection_handicap != null_handicap()
+        else None,
         side=N2B_SIDE[command.order.side],
         limit_on_close_order=LimitOnCloseOrder(
             price=command.order.price.as_double(),
@@ -146,7 +150,9 @@ def nautilus_market_to_place_instructions(
     instructions = PlaceInstruction(
         order_type=OrderType.LIMIT,
         selection_id=int(instrument.selection_id),
-        handicap=instrument.selection_handicap,
+        handicap=instrument.selection_handicap
+        if instrument.selection_handicap != null_handicap()
+        else None,
         side=N2B_SIDE[command.order.side],
         limit_order=LimitOrder(
             price=price.as_double(),
@@ -173,7 +179,9 @@ def nautilus_market_on_close_to_place_instructions(
     instructions = PlaceInstruction(
         order_type=OrderType.MARKET_ON_CLOSE,
         selection_id=int(instrument.selection_id),
-        handicap=instrument.selection_handicap,
+        handicap=instrument.selection_handicap
+        if instrument.selection_handicap != null_handicap()
+        else None,
         side=N2B_SIDE[command.order.side],
         market_on_close_order=MarketOnCloseOrder(
             liability=command.order.quantity.as_double(),
@@ -337,21 +345,6 @@ async def generate_trades_list(
     ]
 
 
-@lru_cache(None)
-def parse_handicap(x) -> str | None:
-    """
-    Ensure consistent parsing of the various handicap sources we get.
-    """
-    if x in (None, ""):
-        return "0.0"
-    if isinstance(x, int | str):
-        return str(float(x))
-    elif isinstance(x, float):
-        return str(x)
-    else:
-        raise TypeError(f"Unexpected type ({type(x)}) for handicap: {x}")
-
-
 def bet_to_order_status_report(
     order: CurrentOrderSummary,
     account_id: AccountId,

nautilus_trader/adapters/betfair/parsing/streaming.py

@@ -37,7 +37,6 @@
 from nautilus_trader.adapters.betfair.orderbook import betfair_float_to_quantity
 from nautilus_trader.adapters.betfair.parsing.common import betfair_instrument_id
 from nautilus_trader.adapters.betfair.parsing.common import hash_market_trade
-from nautilus_trader.adapters.betfair.parsing.requests import parse_handicap
 from nautilus_trader.core.uuid import UUID4
 from nautilus_trader.execution.reports import TradeReport
 from nautilus_trader.model.data.book import NULL_ORDER
@@ -111,7 +110,7 @@ def market_change_to_updates(  # noqa: C901
             instrument_id = betfair_instrument_id(
                 market_id=mc.id,
                 selection_id=rc.id,
-                selection_handicap=parse_handicap(rc.hc),
+                selection_handicap=rc.hc,
             )
 
             # Order book data
@@ -191,7 +190,7 @@ def market_definition_to_instrument_status(
         instrument_id = betfair_instrument_id(
             market_id=market_id,
             selection_id=runner.id,
-            selection_handicap=parse_handicap(runner.handicap),
+            selection_handicap=runner.handicap,
         )
         key: tuple[MarketStatus, bool] = (market_definition.status, market_definition.in_play)
         if runner.status in (RunnerStatus.REMOVED, RunnerStatus.REMOVED_VACANT):
@@ -236,7 +235,7 @@ def runner_to_instrument_close(
     instrument_id: InstrumentId = betfair_instrument_id(
         market_id=market_id,
         selection_id=runner.id,
-        selection_handicap=parse_handicap(runner.handicap),
+        selection_handicap=runner.handicap,
     )
 
     if runner.status in (RunnerStatus.LOSER, RunnerStatus.REMOVED):
@@ -285,7 +284,7 @@ def runner_to_betfair_starting_price(
         instrument_id = betfair_instrument_id(
             market_id=market_id,
             selection_id=runner.id,
-            selection_handicap=parse_handicap(runner.handicap),
+            selection_handicap=runner.handicap,
         )
         return BetfairStartingPrice(
             instrument_id=make_bsp_instrument_id(instrument_id),
@@ -548,21 +547,21 @@ async def generate_trades_list(
         self._log.warn(f"Found no existing order for {venue_order_id}")
         return []
     fill = filled[0]
-    ts_event = pd.Timestamp(fill.lastMatchedDate).value
+    ts_event = pd.Timestamp(fill.last_matched_date).value
     return [
         TradeReport(
             account_id=AccountId("BETFAIR"),
             instrument_id=betfair_instrument_id(
-                fill.marketId,
-                str(fill.selectionId),
-                str(fill.handicap),
+                fill.market_id,
+                fill.selection_id,
+                fill.handicap,
             ),
             order_side=OrderSide.NO_ORDER_SIDE,  # TODO: Needs this
-            venue_order_id=VenueOrderId(fill.betId),
+            venue_order_id=VenueOrderId(fill.bet_id),
             venue_position_id=None,  # Can be None
-            trade_id=TradeId(fill.lastMatchedDate),
-            last_qty=betfair_float_to_quantity(fill.sizeSettled),
-            last_px=betfair_float_to_price(fill.priceMatched),
+            trade_id=TradeId(fill.last_matched_date),
+            last_qty=betfair_float_to_quantity(fill.size_settled),
+            last_px=betfair_float_to_price(fill.price_matched),
             commission=None,  # Can be None
             liquidity_side=LiquiditySide.NO_LIQUIDITY_SIDE,
             report_id=UUID4(),

nautilus_trader/model/instruments/betting.pxd

@@ -14,9 +14,6 @@
 # -------------------------------------------------------------------------------------------------
 
 from cpython.datetime cimport datetime
-from libc.stdint cimport int8_t
-from libc.stdint cimport int64_t
-from libc.stdint cimport uint64_t
 
 from nautilus_trader.model.instruments.base cimport Instrument
 
@@ -44,3 +41,6 @@ cdef class BettingInstrument(Instrument):
 
     @staticmethod
     cdef dict to_dict_c(BettingInstrument obj)
+
+
+cpdef double null_handicap()

nautilus_trader/model/instruments/betting.pyx

@@ -67,7 +67,7 @@ cdef class BettingInstrument(Instrument):
         int8_t price_precision=2,
         Price min_price = None,
         Price max_price = None,
-        dict info = {},
+        dict info = None,
     ):
         assert event_open_date.tzinfo or market_start_time.tzinfo is not None
 
@@ -125,7 +125,7 @@ cdef class BettingInstrument(Instrument):
             ts_event=ts_event,
             ts_init=ts_init,
             tick_scheme_name=tick_scheme_name,
-            info=info,
+            info=info or {},
         )
         if not min_price and tick_scheme_name:
             self.min_price = self._tick_scheme.min_price
@@ -205,21 +205,28 @@ cdef class BettingInstrument(Instrument):
 def make_symbol(
     market_id: str,
     selection_id: int,
-    selection_handicap: float | None,
+    selection_handicap: float,
 ) -> Symbol:
     """
     Make symbol.
 
-    >>> make_symbol(market_id="1.201070830", selection_id=123456, selection_handicap=None)
+    >>> make_symbol(market_id="1.201070830", selection_id=123456, selection_handicap=null_handicap())
     Symbol('1.201070830-123456-None')
 
     """
 
     def _clean(s):
         return str(s).replace(" ", "").replace(":", "")
 
+    handicap = selection_handicap if selection_handicap != null_handicap() else None
+
     value: str = "-".join(
-        [_clean(k) for k in (market_id, selection_id, selection_handicap)],
+        [_clean(k) for k in (market_id, selection_id, handicap)],
     )
     assert len(value) <= 32, f"Symbol too long ({len(value)}): '{value}'"
     return Symbol(value)
+
+
+cpdef double null_handicap():
+    cdef double NULL_HANDICAP = -9999999.0
+    return NULL_HANDICAP

nautilus_trader/serialization/arrow/implementations/instruments.py

@@ -31,11 +31,11 @@
             "venue_name": pa.string(),
             "currency": pa.string(),
             "id": pa.string(),
-            "event_type_id": pa.string(),
+            "event_type_id": pa.int64(),
             "event_type_name": pa.string(),
-            "competition_id": pa.string(),
+            "competition_id": pa.int64(),
             "competition_name": pa.string(),
-            "event_id": pa.string(),
+            "event_id": pa.int64(),
             "event_name": pa.string(),
             "event_country_code": pa.string(),
             "event_open_date": pa.string(),
@@ -44,9 +44,9 @@
             "market_name": pa.string(),
             "market_start_time": pa.string(),
             "market_type": pa.string(),
-            "selection_id": pa.string(),
+            "selection_id": pa.int64(),
             "selection_name": pa.string(),
-            "selection_handicap": pa.string(),
+            "selection_handicap": pa.float64(),
             "ts_event": pa.uint64(),
             "ts_init": pa.uint64(),
         },

tests/integration_tests/adapters/betfair/conftest.py

@@ -40,7 +40,7 @@
 
 @pytest.fixture()
 def instrument():
-    return betting_instrument(selection_handicap=0.0)
+    return betting_instrument()
 
 
 @pytest.fixture()

tests/integration_tests/adapters/betfair/test_betfair_backtest.py

@@ -40,13 +40,13 @@ def test_betfair_backtest():
     instruments = [
         betting_instrument(
             market_id="1.166811431",
-            selection_id="19248890",
-            selection_handicap="0.0",
+            selection_id=19248890,
+            selection_handicap=None,
         ),
         betting_instrument(
             market_id="1.166811431",
-            selection_id="38848248",
-            selection_handicap="0.0",
+            selection_id=38848248,
+            selection_handicap=None,
         ),
     ]
     engine.add_instrument(instruments[0])