Betting trading framework

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  • License: MIT License (MIT License)
  • Author: Liam Pauling
  • Requires: Python >=3.8
  • Provides-Extra: speed, test
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Project description

flūmine

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flumine is an open-source, event-based trading framework for sports betting, designed to simplify the development and execution of betting strategies on betting exchanges. flumine provides efficient handling of data streams, risk management, and execution capabilities.

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overview

  • Event-based Execution: Real-time execution of trading strategies based on incoming market events
  • Custom Strategy Implementation: Easily define and implement trading strategies
  • Risk Management: Integrated risk management tools to monitor and limit exposure
  • Modular Design: Easily extendable and customizable components
  • Simulation: Simulate strategies/execution using historical data
  • Paper Trading: Test strategies in a simulated environment before going live
  • Data: Support for market, order and custom streaming data
  • Exchanges: Betfair, Betdaq (dev) and Betconnect

Backtesting Analysis

Tested on Python 3.8, 3.9, 3.10, 3.11 and 3.12.

installation

$ pip install flumine

flumine requires Python 3.8+

setup

Get started...

from flumine import Flumine, BaseStrategy
from betfairlightweight.filters import streaming_market_filter

# Define your strategy here
class ExampleStrategy(BaseStrategy):
    def check_market_book(self, market, market_book) -> bool:
        # process_market_book only executed if this returns True
        return True

    def process_market_book(self, market, market_book):
        # Your strategy logic
        pass

# Initialize the framework
framework = Flumine()

# Add your strategy to the framework
framework.add_strategy(
    ExampleStrategy(
        market_filter=streaming_market_filter(
            event_type_ids=["7"],
            country_codes=["GB"],
            market_types=["WIN"],
        )
    )
)

# Start the trading framework
framework.run()

Example strategy with logic and order execution:

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, flumine) -> 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


# Initialize the framework
framework = Flumine()

# Add your strategy to the framework
framework.add_strategy(
    ExampleStrategy(
        market_filter=streaming_market_filter(
            event_type_ids=["7"],
            country_codes=["GB"],
            market_types=["WIN"],
        )
    )
)

# Start the trading 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
  • betdaq-retail - BETDAQ API support
  • betconnect - BetConnect API support
  • tenacity - Used for connection retrying (streaming)
  • python-json-logger - JSON logging
  • requests - HTTP support
  • smart-open - Efficient streaming of very large files from/to storages such as S3, including (de)compression

Supported by

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