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I get the following change message when I subscribe to a market for exchange stream. I have several questions:
1. I've noticed that the change messages are often "grouped" meaning that in one change message, I get trd/bdatb/bdatl updates. I never see only a single trd update. Does betfair wait dedicated amount of time and then only sends all the updates in that time bucket?
2. Does the order of the trd/bdatb/bdatl arrays matter? My understanding is no
"{"op":"mcm",
"id":2,
"clk":"AJOTAQCUlgEAloUB",
"pt":1681323552370,
"mc":[{"id":"1.211517529",
"rc":[
{
"trd":[[5.7,19301.59],[5.8,32430.16],[5.9,38639.34]],
"bdatb":[[0,5.7,6781.57],[2,5.5,9751.51],[1,5.6,5161.41]],
"bdatl":[[0,5.8,4242.62],[2,6,5677.8],[3,6.2,6028.04],[1,5.9,14226.18]],
"spn":5.7,"ltp":5.7,"tv":257137.43,
"id":55190
},
{
"trd":[[1.73,225414.51],[1.74,169264.32],[1.72,125096.51]],
"bdatb":[[2,1.71,34964.04],[3,1.7,20054.83],[0,1.73,24094.71],[4,1.69,12944.62]],
"bdatl":[[1,1.75,36977.99],[2,1.76,28870.43],[0,1.74,16402.86],[3,1.77,20365.98]],
"spn":1.73,"ltp":1.73,"tv":2292819.82,
"id":2426
},
{
"trd":[[4.1,39895.23],[4,52219.04]],
"bdatb":[[1,3.95,11900.08],[2,3.9,4417.2],[0,4,6638.04]],
"bdatl":[[0,4.1,14654.06],[2,4.3,15260.6],[1,4.2,13309.19],[3,4.4,2541.96]],
"ltp":4.1,"tv":157019.57,
"id":58805
}
],
"con":true,"tv":2706976.82},
]}\r\n"
1. I've noticed that the change messages are often "grouped" meaning that in one change message, I get trd/bdatb/bdatl updates. I never see only a single trd update. Does betfair wait dedicated amount of time and then only sends all the updates in that time bucket?
2. Does the order of the trd/bdatb/bdatl arrays matter? My understanding is no
"{"op":"mcm",
"id":2,
"clk":"AJOTAQCUlgEAloUB",
"pt":1681323552370,
"mc":[{"id":"1.211517529",
"rc":[
{
"trd":[[5.7,19301.59],[5.8,32430.16],[5.9,38639.34]],
"bdatb":[[0,5.7,6781.57],[2,5.5,9751.51],[1,5.6,5161.41]],
"bdatl":[[0,5.8,4242.62],[2,6,5677.8],[3,6.2,6028.04],[1,5.9,14226.18]],
"spn":5.7,"ltp":5.7,"tv":257137.43,
"id":55190
},
{
"trd":[[1.73,225414.51],[1.74,169264.32],[1.72,125096.51]],
"bdatb":[[2,1.71,34964.04],[3,1.7,20054.83],[0,1.73,24094.71],[4,1.69,12944.62]],
"bdatl":[[1,1.75,36977.99],[2,1.76,28870.43],[0,1.74,16402.86],[3,1.77,20365.98]],
"spn":1.73,"ltp":1.73,"tv":2292819.82,
"id":2426
},
{
"trd":[[4.1,39895.23],[4,52219.04]],
"bdatb":[[1,3.95,11900.08],[2,3.9,4417.2],[0,4,6638.04]],
"bdatl":[[0,4.1,14654.06],[2,4.3,15260.6],[1,4.2,13309.19],[3,4.4,2541.96]],
"ltp":4.1,"tv":157019.57,
"id":58805
}
],
"con":true,"tv":2706976.82},
]}\r\n"