Hello there,

I am contemplating my architectural choices for consumuing Betfair's api for trading price data...for use in a sports trading application...

I currently, simply use their pull api, where I have a async loop that retrieves the price data every 200ms .... which is simple and works for most things I need to do but it's not ideal. They do have a push api available (their stream api) however I am yet to implement it. It's on the drawing board, but working on my own architecture as a priority.

My current architecture is mostly imperitive. I.e. I got too many loops pulling things around. It seems to me the best way to handle consistant price data and applying algorythmic change is via a messaging system of some variety. The common/maintstream/popular options for doing this I am ignorant of.

As I use DevExpresses' WPF libraries which has a messenger component in it. I have started using that to handle my messenging. However, it occurs to me that perhaps I should be looking at something more generally used than that? (perhaps even just as a learning point for correct architectural decisons)

I was therefore seeking advice as to what products people might commonly use for such circumstances, or any general advice on architecture for this kind of situation.

Thank you kindly for any of your valuable time.