def test_get_size(self):
self.assertEqual(
utils.get_size([{
"price": 12,
"size": 12
}, {
"price": 34,
"size": 34
}], 0),
12,
)
self.assertEqual(
utils.get_size([{
"price": 12,
"size": 12
}, {
"price": 34,
"size": 34
}], 1),
34,
)
self.assertIsNone(
utils.get_size([{
"price": 12,
"size": 12
}, {
"price": 34,
"size": 34
}], 3))
self.assertIsNone(utils.get_size([], 3))
def process_market_book(self, market, market_book):
seconds_since_start = (market_book.publish_time_epoch -
market.context["start_time"]) / 1e3
# get price dict from market context
if "price" not in market.context:
market.context["price"] = defaultdict(list)
price_dict = market.context["price"]
for runner in market_book.runners:
# store latest prices/sizes
back_price = get_price(runner.ex.available_to_back, 0)
back_size = get_size(runner.ex.available_to_back, 0)
if back_price:
price_dict[runner.selection_id].append(
(market_book.publish_time_epoch, back_price, back_size))
# check trigger
if trigger(price_dict[runner.selection_id]):
runner_context = self.get_runner_context(
market.market_id, runner.selection_id, runner.handicap)
if runner_context.live_trade_count == 0:
# back at current best back price
back = get_price(runner.ex.available_to_back, 0)
if back is None:
continue
# create trade
trade = Trade(
market_book.market_id,
runner.selection_id,
runner.handicap,
self,
)
# create order
order = trade.create_order(
side="BACK",
order_type=LimitOrder(back, self.context["stake"]),
notes=OrderedDict(
seconds_since_start=round(seconds_since_start, 2),
back_size=back_size,
),
)
# place order for execution
market.place_order(order)