Exemple #1
0
 def create_bets(self, market=None, market_book=None):
     bets = []
     if market and market_book:
         if not self.state['active']:
             self.logger.info('Strategy is not active, no bets generated.')
             return bets
         self.update_state()
         if self.state['stop']:
             self.logger.info(
                 'Group stop triggered, no more bets in this race grouping.'
             )
             return bets
         runner = helpers.get_favourite(market_book)
         if runner:
             stake = self.state['startingStake'] * self.state[
                 'stakeLadder'][self.state['groupPosition']]
             price = helpers.get_back_limit_price(runner, stake)
             if not self.state['stop']:
                 if 2.0 <= price <= 3.0:
                     new_bet = {
                         'customerOrderRef':
                         helpers.get_unique_ref(self.reference),
                         'selectionId':
                         runner['selectionId'],
                         'handicap':
                         0,
                         'side':
                         'BACK',
                         'orderType':
                         'LIMIT',
                         'limitOrder': {
                             'size': stake,
                             'price': price,
                             'persistenceType': 'LAPSE',
                             'timeInForce': 'FILL_OR_KILL'
                         }
                     }
                     bets.append(new_bet)
                 else:
                     self.state = deepcopy(self.previous_state)
                     betbot_db.strategy_repo.upsert(self.state)
                     self.logger.info(
                         "No bet generated, favourite price is not between 1-2 (2-3 on Betfair)."
                     )
                     self.logger.info(
                         "Reverted to previous strategy state.")
             else:
                 self.logger.info(
                     "No bet generated, group stop in place due to group win."
                 )
         else:
             self.state = deepcopy(self.previous_state)
             betbot_db.strategy_repo.upsert(self.state)
             self.logger.info("No bet generated, no favourite identified.")
             self.logger.info("Reverted to previous strategy state.")
     else:
         msg = 'Failed to create bets for strategy %s, no market/book provided' % self.reference
         raise Exception(msg)
     return bets
Exemple #2
0
 def create_bets(self, market=None, market_book=None):
     bets = []
     if market and market_book:
         if not self.state['active']:
             self.logger.info('Strategy is not active, no bets generated.')
             return bets
         if self.state['stopLoss']:
             self.logger.info('Stop loss triggered, no more bets today.')
             return bets
         self.update_state()
         runner = helpers.get_favourite(market_book)
         if runner:
             adjusted_last_price = runner['lastPriceTraded'] - 1
             if self.state['lostStakeSum'] == 0:
                 stake = settings.minimum_stake
             else:
                 stake = (self.state['lostStakeSum'] +
                          adjusted_last_price) / adjusted_last_price
             weight = helpers.get_weight_by_ladder_position(
                 self.state['weightLadderPosition'])
             price = helpers.get_back_limit_price(runner, stake * weight)
             if price < 2:
                 new_bet = {
                     'customerOrderRef':
                     helpers.get_unique_ref(self.reference),
                     'selectionId': runner['selectionId'],
                     'handicap': 0,
                     'side': 'BACK',
                     'orderType': 'LIMIT',
                     'limitOrder': {
                         'size': stake * weight,
                         'price': price,
                         'persistenceType': 'LAPSE',
                         'timeInForce': 'FILL_OR_KILL'
                     }
                 }
                 bets.append(new_bet)
             else:
                 self.state = deepcopy(self.previous_state)
                 betbot_db.strategy_repo.upsert(self.state)
                 self.logger.info(
                     "No bet generated, favourite is not odds-on (<2 on Betfair)."
                 )
                 self.logger.info("Reverted to previous strategy state.")
         else:
             self.state = deepcopy(self.previous_state)
             betbot_db.strategy_repo.upsert(self.state)
             self.logger.info("No bet generated, no favourite identified.")
             self.logger.info("Reverted to previous strategy state.")
     else:
         msg = 'Failed to create bets for strategy %s, no market/book provided' % self.reference
         raise Exception(msg)
     return bets
Exemple #3
0
 def create_bets(self, market=None, market_book=None):
     bets = []
     if market and market_book:
         if not self.state['active']:
             self.logger.info('Strategy is not active, no bets generated.')
         else:
             self.update_state()
             stake = helpers.get_stake_by_ladder_position(
                 0)  # fixed staking plan
             weight = helpers.get_weight_by_ladder_position(
                 self.state['weightLadderPosition'])
             runner = helpers.get_favourite(market_book)
             if runner:
                 new_bet = {
                     'customerOrderRef':
                     helpers.get_unique_ref(self.reference),
                     'selectionId': runner['selectionId'],
                     'handicap': 0,
                     'side': 'LAY',
                     'orderType': 'LIMIT',
                     'limitOrder': {
                         'size':
                         stake * weight,
                         'price':
                         helpers.get_lay_limit_price(
                             runner, stake * weight),
                         'persistenceType':
                         'LAPSE',
                         'timeInForce':
                         'FILL_OR_KILL'
                     }
                 }
                 bets.append(new_bet)
             else:
                 self.state = deepcopy(self.previous_state)
                 betbot_db.strategy_repo.upsert(self.state)
                 self.logger.info(
                     "No bet generated, no favourite identified.")
                 self.logger.info("Reverted to previous strategy state.")
     else:
         msg = 'Failed to create bets for strategy %s, no market/book provided' % self.reference
         raise Exception(msg)
     return bets
Exemple #4
0
 def simulate_place_bets(self,
                         market=None,
                         strategy_bets=None,
                         strategy_ref=''):
     self.logger.debug('Simulating receipt of instruction reports.')
     resp = {'status': 'SUCCESS', 'instructionReports': []}
     if strategy_bets:
         for strategy_bet in strategy_bets:
             instruction_report = {
                 'status':
                 'SUCCESS',
                 'instruction':
                 strategy_bet,
                 'placedDate':
                 datetime.utcnow(),
                 'betId':
                 helpers.get_unique_ref(strategy_ref),
                 'averagePriceMatched':
                 strategy_bet['limitOrder']['price'],
                 'sizeMatched':
                 strategy_bet['limitOrder']['size'],
                 'marketId':
                 market['marketId'],
                 'marketStartTime':
                 market['marketStartTime'],
                 'strategyRef':
                 strategy_ref,
                 'orderStatus':
                 'EXECUTION_COMPLETE'
                 if random.randrange(1, 10) <= 8 else 'EXPIRED',
                 'customerOrderRef':
                 strategy_bet['customerOrderRef'],
                 'live':
                 False
             }
             resp['instructionReports'].append(instruction_report)
     return resp