The Market & Order Stream is typically useful for very high frequency applications that are trading and managing open orders across a wide range of Betfair markets. The benefit of using the Stream API for market, price and order updates is that the application only has to handle price, market and position updates without having to constantly poll the Betfair system for updates, reducing the bandwidth required to process updates.
Similar to listMarketBook and listCurrentOrders, there is a separation between the public market data by the Stream API and the order data provided by the Order Stream API.
On subscribing to the Market Stream API you are sent an initial image of the market, including all the relevant market information, current prices etc, after this point you need to update the market cache with the updates sent via the Stream API. This ClientCache example if provided within the sample code via https://github.com/betfair/stream-api-sample-code
A cache is also implemented within the Order Stream within the sample code & is demonstrated within the provided Console application.
If you prefer to use the existing API operations and don't require the Market & Order Stream, that's fine as we don't expect this to be suitable for all applications.
Market & Order Stream API - How does it work?
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