Exchange Stream API

Overview

The Exchange Streaming API provides low latency access to Betfair Exchange market data allowing you to subscribe to and efficiently track changes to market, price, and order data.  

The protocol is based on ssl sockets (normal) with a CRLF JSON protocol.  We publish a definition of the schema of the JSON messages in the Swagger format.

We maintain sample code in Java, C#, and Node.js here: https://github.com/betfair/stream-api-sample-code

Sample Application - C#, Java & Node.js

A console-based C#, Java and Node.js sample application is available for the Market & Order Streaming API and is available via https://github.com/betfair/stream-api-sample-code

Users wishing to interact with the Streaming API using one of these languages are strongly advised to make use of this sample code.

Swagger Definition

For users wishing to use other languages or develop their own implementation, we provide a swagger schema to allow browsing & code generation.

We recommend using Swagger Code Gen (http://swagger.io/swagger-codegen/) for generation,

• As a pre-requisite Java version 7 or higher must be installed

• Download both:

  • The Swagger Code Gen jar from: https://oss.sonatype.org/content/repositories/releases/io/swagger/swagger-codegen-cli/2.2.1/swagger-codegen-cli-2.2.1.jar

  • The Swagger Definition from our GitHub repository: https://github.com/betfair/stream-api-sample-code/blob/master/ESASwaggerSchema.json

• Run the following command to view a list of available languages to generate code for: java -jar swagger-codegen-cli-2.2.1.jar 

• Run the following command to generate the code: java -jar swagger-codegen-cli-2.2.1.jar generate -i ESASwaggerSchema.json -l <LANGUAGE> -o <OUTPUT_DIRECTORY>

The Swagger editor can also be used to view the domain model

• Use File -> Import File and choose the Swagger Definition downloaded from our GitHub repository

Typical Interactions with Stream API:

The typical API interactions are documented below (detail is below this).

Market Stream:

Order Stream:

Connection

Protocol

Every message is in json & terminated with a line feed (CRLF):

{json message}\r\n

TCP / SSL Connection

Connection is established with an SSL socket to the following address:

External (SSL):

stream-api.betfair.com:443

Pre-production (beta) endpoint

Integration Endpoint

stream-api-integration.betfair.com

Basic Message Protocol

Two base message classes exist:

• RequestMessage - These are messages sent to the server.

• ResponseMessage - These are messages received from the server.

Every child message type has:

• id - A unique counter you should supply on a RequestMessage and which will be supplied back on a ResponseMessage.

• op - This identifies the request type and may be used to switch/deserialize correctly
  

RequestMessage

RequestMessage is the base class for requests from the client; the discriminator is op=<message type>

Key fields:

• op=authentication - The AuthenticationMessage - authenticates your connection.

• op=marketSubscription - The MarketSubscriptionMessage - subscribes to market changes.

• op=orderSubscription - The OrderSubscriptionMessage - subscribes to order changes.
  

• op=heartbeat - The HeartbeatMessage - use if you need to keep a firewall open or want to test connectivity.
  

ResponseMessage

ResponseMessage is the base class for responses back to the client; the discriminator is op=<message type>

Key fields:

• op=connection - The ConnectionMessage sent on your connection.

• op=status - The StatusMessage (returned in response to every RequestMessage)

• op=mcm - The MarketChangeMessage that carries the initial image and updates to markets that you have subscribed to.

• op=ocm - The OrderChangeMessage that carries the initial image and updates to orders that you have subscribed to.
  

Status / StatusMessage

Every request receives a status response with a matching id.

Key fields:

• statusCode -  The status of the request i.e success/fail

  • SUCCESS - Call processed correctly

  • FAILURE - Call failed (inspect errorCode and errorMessage for reason)

• connectionClosed - Boolean set to true if the connection was closed as a result of a failure

• errorCode - The type of error in case of a failure - see the swagger spec/enum.

• errorMessage - Additional message in case of a failure

• connectionsAvailable – The number of additional connections you can open (populated only in response to authentication requests)

ErrorCode

This categorizes the various error codes that could be expected (these are subject to change and extension)

Connection / ConnectionMessage

This is received by the client when it successfully opens a connection to the server

Key fields:

• connectionId - This is a unique identifier that you must supply for support.
  

Authentication / AuthenticationMessage

This message is the first message that the client must send on connecting to the server - you must be authenticated before any other request is processed.  

Key fields:

• op=authentication - This is the operation type

• appKey - This is your application key to identify your application

• session - The session token generated from API login.

Subscription / SubscriptionMessage

This message changes the client's subscription - there are currently two subscription message types:

• op=marketSubscription- MarketSubscriptionMessage which streams:

  • op=mcm - MarketChangeMessage - the price changes for a market

• op=orderSubscription- OrderSubscriptionMessage which streams:

  • op=ocm - OrderChangeMessage - the order changes for a market

On creating a subscription you will receive:

• StatusMessage confirming the status of your request

• A stream of ChangeMessages linked with the id of the request which is composed of:

  • Initial image

  • Deltas to the initial image

It is possible to subscribe multiple times - each replaces the previous (each will send a new initial image and deltas) - they are not additive.

Key fields on a SubscriptionMessage:

• segmentationEnabled=true 

  • segmentation breaks up large messages and improves: end to end performance, latency, time to the first and last byte

  • see the topic on change message segmentation for a full explanation of how this works.

• conflateMs - Specifies a forced conflation rate (in milliseconds) - Please note: the field value will be 180000 if you access the Stream API using a Delayed App Key or have an account delay in place when using the Live App Key.

• heartbeatMs - Specifies a minimum interval that a client would expect to receive a message (in milliseconds) - bounds are 500 to 5000 milliseconds.

  • If no change is delivered in this interval then an empty change message will be sent with a ChangeType.HEARTBEAT

• initialClk & clk - these two sequence tokens allow for faster recovery in the event of a disconnection:

  • If supplied (with identical subscription criteria) you will receive a delta to your previous state rather than a full initial image

  • see the topic on re-subscription for a full explanation of how this works.

ChangeMessage

This message is the payload that delivers changes (both initial image & updates) to a client - there are currently two change message types:

• op=mcm - MarketChangeMessage

• op=ocm - OrderChangeMessage
  

Key fields on a ChangeMessage:

• ct= ChangeType - this enumeration is used to identify the type of change

  • SUB_IMAGE - The initial image returned from a subscription. May also happen while the subscription is ongoing and should replace local cache entirely.

  • RESUB_DELTA - A patch returned from a resubscribe

  • HEARTBEAT - An empty message published if no data has been sent within heartbeatMs

    • We send these to maintain the connection to you and detect closed connections

    • You can use the heartbeatMs to verify that you are still connected

  • <null / not set> - An update message

• segmentType - SegmentType - this enumeration identifies multi-part segmented messages:

  • SEG_START - Start of a segmented message

  • SEG - Middle part of a segmented message

  • SEG_END - Last part of a segmented message

  • <null / not set> - A non-segmented message

• conflateMs - the actual conflation being used 

  • This might be different from what you specified - if your account is for instance delayed or your request was out of bounds

• status - Stream status: set to null if the exchange stream data is up to date and 503 if the downstream services are experiencing latency

• heartbeatMs - the actual heartbeat being used

  • This might be different from what you specified as we bounds check

  • You can use this to verify your connection is live (as you should receive 1 message within this time period).

• pt - publishTime - the time we sent the message

• initialClk & clk - these two sequence tokens allow for faster recovery in the event of a disconnection:

  • If we send these then they should be stored

  • see the topic on re-subscription for a full explanation of how this works.

Change Message Segmentation

The below shows the key interactions for subscription & changes with segmentation applied:

Typically on changing your subscription, you will want to clear any local cache you maintain.

MarketSubscriptionMessage

This subscription type is used to receive price changes for one or more markets; your subscription criteria determine what you see.

A Market Subscription has two types of filter:

• marketFilter - MarketFilter - this is a horizontal filter of markets that you require (i.e. rows)

• marketDataFilter - MarketDataFilter - this is a vertical filter of fields that you require (i.e. columns)

Limiting the amount of data that you consume will make your initial image much smaller (and faster) & suppress changes that are uninteresting to you.

Market Filtering / MarketFilter

As with the Betting API users have the ability to filter the market data they get from the Exchange Stream API (ESA).

All subscriptions are evaluated with a few default criteria:

• Standard jurisdictional filtering that restricts visibility (mirroring site behavior)

• Permissions that control:

  • Specific sports that you are entitled to

  • A maximum consumption limit (exceeding this will result in an error with details of the limit: ErrorCode.SUBSCRIPTION_LIMIT_EXCEEDED)

 Users can then specify the following filters when they subscribe to ESA:

Example marketSubscription

For example a subscription message with almost all filters enabled will look something like this:  

{"op":"marketSubscription","id":2,"marketFilter":{"marketIds":["1.120684740"],"bspMarket":true,"bettingTypes":["ODDS"],"eventTypeIds":["1"],"eventIds":["27540841"],"turnInPlayEnabled":true,"marketTypes":["MATCH_ODDS"],"countryCodes":["ES"]},"marketDataFilter":{}}

Market data field filtering / MarketDataFilter

A market data filter restricts the fields that you get back (and only if the fields have changed).

Key fields:

• fields - A set of field filter flags (see below)

• ladderLevels - For depth-based ladders the number of levels to send (1 to 10). 1 is best price to back or lay etc.

The field filter flags are defined as shown below. 

Examples

Multiple field filters may be combined; a subscription message that contains data fields should look like the following: 

{"op":"marketSubscription","id":2,"marketFilter":{"marketIds":["1.120684740"]},"marketDataFilter":{"fields":["EX_BEST_OFFERS_DISP","EX_BEST_OFFERS","EX_ALL_OFFERS","EX_TRADED","EX_TRADED_VOL","EX_LTP","EX_MARKET_DEF","SP_TRADED","SP_PROJECTED"]}}  

The below example shows how to correctly use the ladderLevels marketDataFilter:

{"op": "marketSubscription", "id": 1, "marketFilter": { "marketIds": [ "1.134085859" ] }, "marketDataFilter": { "ladderLevels": 2, "fields": [ "EX_MARKET_DEF", "EX_BEST_OFFERS" ] } }

MC / MarketChangeMessage

This is the ChangeMessage stream of data we send back to you once you subscribe to the market stream. 

Key fields:

• <as for ChangeMessage>

• mc / MarketChange - this list of market changes contains the changes in the markets that you have subscribed to.  

  • img / Image - replace existing prices/data with the data supplied: it is not a delta (or null if delta)

  • tv - The total amount matched across the market.  This value is truncated at 2dp (or null if unchanged)

  • marketDefinition / MarketDefinition - this is sent in full (but only if it has changed)

  • rc / RunnerChange - this is sent to supply the details of a runner (namely prices)

    • con / Conflated = true - if this is sent then more than one change is combined in this message

    • Values - Please note: these are only sent if the value has changed.

      • tv - Traded Volume on this runner.

      • ltp - Last Traded Price on this runner.

      • spn - Starting Price Near

      • spf - Starting Price Far

    • Level / Depth Based Ladders (level, price, size - triples - keyed by level):

      • size=0 - indicates a remove

      • batb / batl - Best Available To Back / Best Available To Lay (non-virtual)

      • bdatb / bdatl - Best Display Available To Back / Best Display Available To Lay (virtual)

    • Price point / full depth Ladders (price, size - tuples - keyed by price):

      • size=0 - indicates a remove

      • atb / atl - Available To Back / Available To Lay (these are the raw/full depth non-virtual prices)

      • spb / spl - Starting Price (Available To) Back / Starting Price (Available To) Lay (please be aware that these values are aligned with atb / atl)

      • trd - Traded

Building a price cache

Most of the change-based data (RunnerChange) is delta based - this means a few rules:

• img / Image - if this is set to true then you should replace this item in your cache

• Values - the values sent are nullable & are not sent if they are not changed (i.e. if tv has not changed then there will be no field in the message)

• Level / Depth-Based ladders

  • [0, 1.2, 20] -> Insert / Update level 0 (top of book) with price 1.2 and size 20

  • [0, 1.2, 0] -> Remove level 0 (top of book) i.e. ladder is now empty

• Price point / full-depth ladders

  • [1.2, 20] -> Insert / Update price 1.2 with size 20

  • [1.2, 0] -> Remove price 1.2 i.e. there is no size at this price

MarketDefinition Fields

The following fields are returned within the marketDefintition.

OrderSubscriptionMessage

This subscription type is used to receive order changes; the subscription message has one type of filter

• orderFilter (optional)

OrderFilter

This optional filter already filters by your account, but additional data shaping is supported

Example

{"op":"orderSubscription","orderFilter":{"includeOverallPosition":false,"customerStrategyRefs":["betstrategy1"],"partitionMatchedByStrategyRef":true},"segmentationEnabled":true} 

OCM / OrderChangeMessage

This is the ChangeMessage stream of data we send back to you once you subscribe to the order stream. 

Key fields:

• <as for ChangeMessage>

• oc / OrderAccountChange - the modifications to account's orders (will be null on a heartbeat)

  • closed - indicates when the market is closed

  • id / Market Id - the id of the market the order is on

  • fullImage - replace existing data at market level with the data supplied: it is not a delta (or null if delta)

  • orc / Order Changes - a list of changes to orders on a runner

    • fullImage - replace existing data at runner level with the data supplied: it is not a delta (or null if delta)

    • id / Selection Id - the id of the runner (selection) 

    • hc / Handicap - the handicap of the runner (selection) (null if not applicable)

    • uo / Unmatched Orders - orders on this runner that are unmatched

      • Every order change is sent in full; the transient on a change to EXECUTION_COMPLETE is sent (but it would not be sent on the initial image)

      • id / Bet Id - the id of the order  

      • p / Price - the original placed price of the order

      • s / Size - the original placed size of the order

      • bsp / BSP Liability - the BSP liability of the order (null if the order is not a BSP order)

      • side / Side - the side of the order

      • status / Status - the status of the order (E = EXECUTABLE, EC = EXECUTION_COMPLETE)

      • pt / Persistence Type - whether the order will persist at in play or not (L = LAPSE, P = PERSIST, MOC = Market On Close)

      • ot / Order Type - the type of the order (L = LIMIT, MOC = MARKET_ON_CLOSE, LOC = LIMIT_ON_CLOSE)

      • pd / Placed Date - the date the order was placed

      • md / Matched Date - the date the order was matched (null if the order is not matched)

      • cd / Cancelled Date - the date the order was cancelled (null if the order is not cancelled)

      • ld / Lapsed Date - the date the order was lapsed (null if the order is not lapsed)

      • lsrc/Lapse Status Reason Code - the reason that some or all of this order has been lapsed (null if no portion of the order is lapsed)

      • avp / Average Price Matched - the average price the order was matched at (null if the order is not matched

      • sm / Size Matched - the amount of the order that has been matched

      • sr / Size Remaining - the amount of the order that is remaining unmatched

      • sl / Size Lapsed - the amount of the order that has been lapsed

      • sc / Size Cancelled - the amount of the order that has been cancelled

      • sv / Size Voided - the amount of the order that has been voided

      • rac / Regulator Auth Code - the auth code returned by the regulator

      • rc / Regulator Code - the regulator of the order
        

      • rfo / Reference Order - the customer supplied order reference

      • rfs / Reference Strategy - the customer-supplied strategy reference used to group orders together - default is ""
        

    • 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

Building an order cache

An order cache is somewhat simpler as orders are sent in full (on change) and only matches need delta merging

• fullImage - if the market or runner's fullImage value is set to true then you should replace this item in your cache N.B. it is possible for the fulllImage flag to be sent with an empty update for a market/runner which indicates you no longer have any position on that market/runner and it can be removed from your cache completely

• Orders - replace each order according to order id.

• Price point / full depth ladders

  • [1.2, 20] -> Insert / Update price 1.2 with size 20

  • [1.2, 0] -> Remove price 1.2 i.e. there is no size at this price

  • An empty list of points also means the ladder is now empty

Example Output of Order Stream Message on Connection/Re-connection

Here's an example showing the data provided following a connection/re-connection to the Order Stream API.  The example shows matched backs on two separate markets one of which has a size remaining of 0.25.

Example of Order Stream Output (reconnection) - with size remaining

{
	"op": "ocm",
	"id": 6,
	"initialClk": "GpOH0JwBH762w50BHKKomJ0BGpzR5ZoBH5mWsJwB",
	"clk": "AAAAAAAAAAAAAA==",
	"conflateMs": 0,
	"heartbeatMs": 5000,
	"pt": 1468943673782,
	"ct": "SUB_IMAGE",
	"oc": [{
		"id": "1.125657695",
		"orc": [{
			"fullImage": true,
			"id": 48756,
			"mb": [
				[1.4, 2]
			]
		}]
	}, {
		"id": "1.125657760",
		"orc": [{
			"fullImage": true,
			"id": 151478,
			"uo": [{
				"id": "71352090695",
				"p": 12,
				"s": 5,
				"side": "B",
				"status": "E",
				"pt": "L",
				"ot": "L",
				"pd": 1468919099000,
				"md": 1468933833000,
				"avp": 12,
				"sm": 4.75,
				"sr": 0.25,
				"sl": 0,
				"sc": 0,
				"sv": 0
			}],
			"mb": [
				[12, 4.75]
			]
		}]
	}]
}

Remaining 0.25 is then matched on marketId 1.125657760

Example of Order Stream Output - with size remaining matched

 {
 	"op": "ocm",
 	"id": 10,
 	"initialClk": "GtD10ZwBH5OJxZ0BHK75mZ0BGsKq6JoBH4THsZwB",
 	"clk": "AAAAAAAAAAAAAA==",
 	"conflateMs": 0,
 	"heartbeatMs": 5000,
 	"pt": 1468944647413,
 	"ct": "SUB_IMAGE",
 	"oc": [{
 		"id": "1.125670254",
 		"orc": [{
 			"fullImage": true,
 			"id": 5643663
 		}]
 	}, {
 		"id": "1.125657760",
 		"orc": [{
 			"fullImage": true,
 			"id": 151478,
 			"mb": [
 				[12, 5]
 			]
 		}]
 	}, {
 		"id": "1.125657695",
 		"orc": [{
 			"fullImage": true,
 			"id": 48756,
 			"mb": [
 				[1.4, 2]
 			]
 		}]
 	}]
 }

Heartbeat / HeartbeatMessage

This is an explicit heartbeat request (in addition to the server heartbeat interval which is automatic).

This functionality should not normally be necessary unless you need to keep a firewall open.

Re-connection / Re-subscription

Although maintaining long-lived connections is actively encouraged (for the Stream API for example), for a number of reasons within & beyond our direct control, we cannot guarantee that keep-alive connection won't be forcibly closed.  We, therefore, advise all customers to ensure that they have reconnection logic in place to handle any connection termination scenarios.

If a client is disconnected a client may connect, authenticate and re-subscribe.

Prerequisite steps:

• Store your subscription criteria (re-subscribe will only work correctly with identical subscription criteria.

• Store initialClk (normally only initial image) & Clk (normally on every non-segmented message or a SEG_END) on any change message they are sent on.

The connection is broken.

• Connect & Authenticate as normal

• Subscribe setting initialClk and Clk to the last values sent on the subscription

• Change message with ChangeType.RESUB_DELTA is sent - this will patch your cache

• Some markets might have img=true set indicating they are either new or can't be patched.

Performance Considerations

Here are a few tips on performance which are worth bearing in mind:

Currency Support

The Exchange Stream API supports GBP currency only.

Those looking to convert data from GBP to a different currency should use listCurrencyRates to do so.

Runner Removals on the Order Stream

When a Rule 4 Runner Removal occurs in a Horse Race the price of matched bets on remaining runners are reduced by a Reduction Factor.

For these matched bets, you will receive on the Order Stream both a uo for the affected bet and the relevant updates to mb or ml (reducing the matched volume at the original matched price and adding volume at the new reduced price).

Initial bet placement at price 12

Bet fully matched at price 12

Runner removed (and so bet was reduced in price to 9.47)

See the avp in the uo record showing the new price of 9.47 and see the two entries in mb, one to remove the previously added size of 2 at a price point 12 and one to add the size of 2 into the new price point of size 9.47.

Bets placed on the actual removed runner will be voided/lapsed (for matched/unmatched bets respectively) and these will also be sent through on the Order Stream. 

Identifying Cancelled BSP Bets

Whilst BSP bets cannot be cancelled in general, in the scenario where a Limit Price applied to the BSP bet is updated this is modelled as a Cancellation of the original bet with the original Limit Price and a Place of a new bet with the new Limit Price.

In this scenario, the cancellation of the original bet can be identified by looking at the "Cancelled Date" field ("cd") on the "Unmatched Orders" object ("uo") - N.B. there will be no "Size Cancelled" ("sc") because a BSP bet does not have any Size before reconciliation.

Line Markets

Line markets being sent on the Market Stream can be identified by the bettingType field of MarketDefinition (with value of "LINE").

The MarketDefinition of Line markets provides some additional fields that will be null for all other types,

• lineMaxUnit - maximum value for the outcome, in market units for this market (eg 100 runs).

• lineMinUnit - minimum value for the outcome, in market units for this market (eg 0 runs).

• lineInterval - the odds ladder on this market will be between the range of lineMinUnit and lineMaxUnit, in increments of the interval value.e.g. If lineMinUnit=10 runs, lineMaxUnit=20 runs, lineInterval=0.5 runs, then valid odds include 10, 10.5, 11, 11.5 up to 20 runs.

For updates for Orders on Line markets received on the Order Stream be aware of how the following properties behave,

• price - line markets operate at even-money odds of 2.0. However, the price for these markets refers to the line positions available as defined by the markets min-max range and interval steps.

• side - for Line markets a 'B' bet refers to a SELL line and an 'L' bet refers to a BUY line.

• averagePriceMatched - this value is not meaningful for activity on Line markets and is not guaranteed to be returned or maintained for these markets.

Stream API Status - latency

If any latency occurs, the ChangeMessage for the Order and Market Stream will contain a 'status' field which will give an indication of the health of the stream data provided by the service.  This feature will be used in addition to the heartbeat mechanism which only gives an indication that the service is up but doesn't provide an indication of the latency of the data provided. 

By default, when the stream data is up to date the value is set to null and will be set to 503 when the stream data is unreliable (i.e. not all bets and market changes will be reflected on the stream) due to an increase in push latency.  Clients shouldn't disconnect if status 503 is returned; when the stream recovers updates will be sent containing the latest data.  The status is sent per subscription on heartbeats and change messages.

Example of message containing the status field:

Stream Health

In addition to the Stream API status field, we'd recommend the below as best practice for monitoring the health of the Stream API:

• Use heartbeat messages to confirm Stream API is healthy and that you are still connected

• Messages with ChangeType.HEARTBEAT will be sent at the requested interval if no change has occurred.

• If no message of any kind is received for 2 x heartbeat intervals then you may no longer be connected to initiate a fresh connection (use re-subscribe to continue where you left off)

• Re-connect code should contain back-offs to avoid spamming the service if you are unable to connect for a prolonged period for any reason

Conflation

Conflation set to true (con=true) in the stream message means that multiple stream updates have been pushed in the same cycle.

This can happen due to the following reasons:

• The client socket buffer for the connection needs to be read (cleared) by the client in order for the Stream API to push the next cycle, if not the current update is skipped, and pushed with the next cycle resulting in "con = true".

• The client subscription message has the "conflateMs" parameter set to a value greater than '0'.

• The Stream API has a slow publishing cycle resulting in multiple updates being pushed in the same message.

Lapse Status Reason Code Possible Values

This field will now be present in some cases on the Order object of the Order Stream to denote the reason that some or all of the order is lapsed. It will be null if no portion of the order is lapsed or if the order lapsed for some reason other than those listed below.

The full list of currently supported values for this field is:

Offline Documentation

An offline version of the Exchange Stream API is available via ExchangeStreamAPI-March2018.pdf

Please note, the full Exchange Stream API specification is available online here  

Known Issues

• Markets moved under a new eventId - In certain circumstances, a market may move from one eventId to another due to actions performed by our Exchange Operations team.  This will cause the Exchange Stream API to hold two copies of the market in its cache and the initial image of the market provided will therefore contain both copies of the market.  In these circumstances, further Stream API updates will only be sent for the latest version of the market.  You can identify the latest version of the market using the "version" parameter returned in the initial image and should only store the market with the higher version number.

• Trades with volume = 0 for all traded price points- e.g. [{"trd":[[1.75,0],[1.5,0],[1.25,0],[1.32,0],[1.57,0],[2.86,0],[1.82,0],[2.36,0],[1.76,0],[2.48,0],[1.51,0],[2.98,0],[1.26,0]... - This is an artefact of settlement kicking off that moves the bets away from trading DB into the longer-term store. Any price change notifications triggered during this process will result in attempts to reconstruct the market view based on no bets being available and would result in this kind of notification being sent.