Fix instrument updates in BetfairDataClient

nautilus_trader/adapters/betfair/data.py

@@ -28,6 +28,7 @@
 from nautilus_trader.adapters.betfair.data_types import BetfairTicker
 from nautilus_trader.adapters.betfair.data_types import BSPOrderBookDelta
 from nautilus_trader.adapters.betfair.data_types import SubscriptionStatus
+from nautilus_trader.adapters.betfair.parsing.common import merge_instrument_fields
 from nautilus_trader.adapters.betfair.parsing.core import BetfairParser
 from nautilus_trader.adapters.betfair.providers import BetfairInstrumentProvider
 from nautilus_trader.adapters.betfair.sockets import BetfairMarketStreamClient
@@ -335,7 +336,20 @@ def _on_market_update(self, mcm: MCM) -> None:
         for data in updates:
             self._log.debug(f"{data=}")
             PyCondition.type(data, Data, "data")
-            self._handle_data(data)
+            if isinstance(data, BettingInstrument):
+                self._on_instrument(data)
+            else:
+                self._handle_data(data)
+
+    def _on_instrument(self, instrument: BettingInstrument):
+        cache_instrument = self._cache.instrument(instrument.id)
+        if cache_instrument is None:
+            self._handle_data(instrument)
+            return
+
+        # We've received an update to an existing instrument, update any fields that have changed
+        instrument = merge_instrument_fields(cache_instrument, instrument, self._log)
+        self._handle_data(instrument)
 
     def _check_stream_unhealthy(self, update: MCM) -> None:
         if update.stream_unreliable:

nautilus_trader/adapters/betfair/parsing/common.py

@@ -25,6 +25,7 @@
 from nautilus_trader.core.correctness import PyCondition
 from nautilus_trader.core.nautilus_pyo3 import OrderSide
 from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.instruments import BettingInstrument
 from nautilus_trader.model.instruments.betting import make_symbol
 from nautilus_trader.model.instruments.betting import null_handicap
 
@@ -87,3 +88,21 @@ def bet_side_to_order_side(side: BetSide) -> OrderSide:
         return OrderSide.SELL
     else:
         raise RuntimeError(f"Unknown side: {side}")
+
+
+def merge_instrument_fields(
+    old: BettingInstrument,
+    new: BettingInstrument,
+    logger,
+) -> BettingInstrument:
+    old_dict = old.to_dict(old)
+    new_dict = new.to_dict(new)
+    for key, value in new_dict.items():
+        if key in ("type", "id", "info"):
+            continue
+        if value != old_dict[key] and value:
+            old_value = old_dict[key]
+            logger.debug(f"Got updated field for {old.id}: {key=} {value=} {old_value=}")
+            old_dict[key] = value
+
+    return BettingInstrument.from_dict(old_dict)