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Betting trading framework

Project description

flūmine

Build Status Coverage Status PyPI version Downloads

Betting trading framework with a focus on:

  • simplicity
  • modular
  • pythonic
  • rock-solid
  • safe

Backtesting Analysis

Support for market, order and custom streaming data.

docs

join betcode slack group

Tested on Python 3.7, 3.8, 3.9 and 3.10.

installation

$ pip install flumine

flumine requires Python 3.7+

setup

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)
                )
                market.place_order(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:
                    market.cancel_order(order, 0.02)  # reduce size to 1.98
                if order.order_type.persistence_type == "LAPSE":
                    market.update_order(order, "PERSIST")
                if order.size_remaining > 0:
                    market.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()

Features

  • Streaming
  • Multiple strategies
  • Multiple clients
  • Order execution
  • Paper trading
  • Simulation
  • Event simulation (multi market)
  • Middleware and background workers to enable Scores / RaceCard / InPlayService

Dependencies

flumine relies on these libraries:

  • betfairlightweight - Betfair API support
  • tenacity - Used for connection retrying (streaming)
  • python-json-logger - JSON logging
  • requests - HTTP support

Project details


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