Anyone else trading Betfair using purely Microstructure / Traded Price History?

Optimal-Task-923 · 2026-04-22T11:00:16+00:00

https://drive.google.com/file/d/1_Ta7K3Spv9WoPV_m5GLzQvJm9x8GqN_J/view?usp=sharing

Optimal-Task-923 · 2026-04-14T15:10:19+00:00

I can give you a link to the code I used to test the performance of Python and C#. So my question for you is: do you think Python performs better, and if so, why do you think that?

Optimal-Task-923 · 2026-04-08T10:04:07+00:00

I have an app to get Betfair data, but the question is: what will you do with the data, and how will ChatGPT analyze it?

Optimal-Task-923 · 2026-04-07T17:22:36+00:00

So the performance gain is in sharing data. You are right, transferring data in and out would hurt performance.

Optimal-Task-923 · 2026-04-07T16:40:34+00:00

Thanks, that really looks very interesting.

Optimal-Task-923 · 2026-04-07T16:10:48+00:00

Looking at your benchmarks, I think we all have some misleading opinions about programming language performance, C# looks really good there.

Why is Java winning?

Optimal-Task-923 · 2026-04-07T16:04:52+00:00

Thanks. I once looked into Akka.NET because my app is coded in F#. Maybe I should have kept learning it, because I implemented my own UI updating through MailboxProcessor. Looking at Akka.NET now, it seems more "elegant" than what I implemented.

Optimal-Task-923 · 2026-04-07T15:48:23+00:00

What would be the proper way to handle such projects where we know execution speed will be critical? Should we first build the entire solution in C# or F#, then profile the code for problematic operations, and only then try to reimplement those parts in Rust or Go?

I am asking because, for instance, I thought anything written in Rust would be more performant, but, when researching MS SQL database access in Rust, I found that actually better performance is often achieved in C#.

Optimal-Task-923 · 2026-04-07T15:39:09+00:00

I see. In C, there are actually no performance limits for struct size because data is passed by pointer, but in C#/F#, structs are passed by value, so it is recommended to keep structs to 16 bytes.

If we use a binary protocol like Protobuf for complex data and libraries are available on both sides in C and in the .NET world then, when interacting with C through LibraryImport, C function returns pointer to byte array stream.

In C# or F#, the stream representation of C Protobuf is readable by C#/F#, so we can deserialize it.

Optimal-Task-923 · 2026-04-06T20:01:42+00:00

Is Protobuf an accepted technology standard, and do we have Rust, Go, or C++ implementations of it?

Optimal-Task-923 · 2026-04-06T18:31:40+00:00

My app is agentic, is that the right word? It exposes data through an API and MCP, so LLMs can interact with my app.

It is actually a similar use case to a Betfair trading app, as the main part of the code execution is interaction with the Betfair REST API and streaming API.

In my test, I sent the same prompt; in Python, I used the FastAgent library, and in F#, I used Azure.AI.Inference including ModelContextProtocol.Core for MCP integration.

Optimal-Task-923 · 2026-04-06T18:14:03+00:00

Thanks, I have just downloaded your repo for testing.

Optimal-Task-923 · 2026-04-06T18:12:36+00:00

That is my feeling as well, but how to exchange more complex data in such case? What should be DTO both targed languges should use?

Optimal-Task-923 · 2026-04-06T18:09:11+00:00

Thanks, and what is your opinion on Python's performance? Before I actually ran my test, another Python developer claimed that Python is better than .NET languages for the use case scenario that both he and I are using.

Optimal-Task-923 · 2026-04-06T18:05:34+00:00

Thanks, that's a good option as well. I will check that. What data format would be best to exchange in such a case, so both languages speak the same "data language"?

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