Betfair trading framework with a focus on:
Support for market and custom streaming data (order, score and custom polling data in development)
Currently tested on Python 3.5, 3.6, 3.7 and 3.8.
$ pip install flumine
flumine requires Python 3.5+
Get started...
import betfairlightweight
from flumine import Flumine, clients
trading = betfairlightweight.APIClient("username")
client = clients.BetfairClient(trading)
framework = Flumine(
client=client,
)
Example strategy:
from flumine import BaseStrategy
from flumine.order.trade import Trade
from flumine.order.order import LimitOrder, OrderStatus
from flumine.markets.market import Market
from betfairlightweight.filters import streaming_market_filter
from betfairlightweight.resources import MarketBook
class ExampleStrategy(BaseStrategy):
def start(self) -> None:
print("starting strategy 'ExampleStrategy'")
def check_market_book(self, market: Market, market_book: MarketBook) -> bool:
# process_market_book only executed if this returns True
if market_book.status != "CLOSED":
return True
def process_market_book(self, market: Market, market_book: MarketBook) -> None:
# process marketBook object
for runner in market_book.runners:
if runner.status == "ACTIVE" and runner.last_price_traded < 1.5:
trade = Trade(
market_id=market_book.market_id,
selection_id=runner.selection_id,
handicap=runner.handicap,
strategy=self
)
order = trade.create_order(
side="LAY",
order_type=LimitOrder(price=1.01, size=2.00)
)
self.place_order(market, order)
def process_orders(self, market: Market, orders: list) -> None:
for order in orders:
if order.status == OrderStatus.EXECUTABLE:
if order.size_remaining == 2.00:
self.cancel_order(order, 0.02) # reduce size to 1.98
if order.order_type.persistence_type == 'LAPSE':
self.update_order(order, 'PERSIST')
if order.size_remaining > 0:
self.replace_order(order, 1.02) # move
strategy = ExampleStrategy(
market_filter=streaming_market_filter(
event_type_ids=["7"],
country_codes=["GB"],
market_types=["WIN"],
)
)
framework.add_strategy(strategy)
Run framework:
framework.run()
flumine relies on these libraries:
betfairlightweight
- Betfair API supporttenacity
- Used for connection retrying (streaming)python-json-logger
- JSON loggingrequests
- HTTP support