listener_kwargs in "prices_file_to_data_frame()"

[nachouve]

Would be possible pass some arguments to the listener of the function prices_file_to_data_frame()?

It would be great to pass a listener_kwargs dict to get a subset of prices.
Something similar to https://betcode-org.github.io/flumine/quickstart/#listener-kwargs

[mberk]

Yes, happy to add this. It wouldn't really be listener_kwargs per se as these get actioned by flumine not betfairlightweight. With that in mind, anything else you would like to be able to filter other than inplay/seconds to market start?

[nachouve]

I have tried to implement that filter myself. I saw that and gave up....
But if you skip all the unwanted prices lines before transforming them into python objects by the generator, I think it speeds up some analysis I do, doesn't it?

About more filters... Maybe filtering only one prices side or some specific selection_ids could be good too!

[nachouve]

Do you think is it possible to move the "max_depth" to the stream generator?
It can be a good improvement too.

[mberk]

I think these are all questions for @liampauling re: betfairlightweight. I would only be applying the filtering after having generated all of the market books. If you want increased performance then #18 is your best bet

[liampauling]

With some extra code listener_kwargs can be passed down to bflw now however as Mo mentioned this is now redundant due to #18