HISTORY.rst

Release History

2.6.8 (2024-11-01)

Improvements

• Bump stream id to 10000 to prevent conflicts on multiple restarts

2.6.7 (2024-11-01)

Improvements

• Revert time_updated changes
• docs fixed

2.6.6 (2024-10-31)

Improvements

• FlumineStream update to record time_updated on each process

2.6.5 (2024-10-23)

Libraries

• betfairlightweight upgraded to 2.20.4

2.6.4 (2024-10-03)

Libraries

• betfairlightweight upgraded to 2.20.3

2.6.3 (2024-09-16)

Improvements

• Add max_inplay_seconds to HistoricListener (@mberk)

Bug Fixes

• #766 use order price when calculating matched price with available volumes

2.6.2 (2024-08-22)

Improvements

• Remove add/start depreciations

Bug Fixes

• Fix utils.get_file_md (@mberk)
• Erroneous application of dead-heat rules to profit calculations (@petercoles)

Libraries

• black upgraded to 24.8.0

2.6.1 (2024-03-26)

Improvements

• docs

Libraries

• betfairlightweight upgraded to 2.20.2
• betconnect upgraded to 0.2.1
• black upgraded to 24.4.2
• smart-open upgraded to <8
• tenacity upgraded to <8.3.1

2.6.0 (2024-03-11)

Improvements

• toml file added / repo cleanup

Bug Fixes

• Correctly handle sports data files that contain no valid data

Libraries

• python 3.12 added
• betfairlightweight upgraded to 2.20.1
• black upgraded to 24.2.0

2.5.10 (2024-02-15)

Bug Fixes

• Take II on handling US early races

2.5.9 (2024-02-14)

Bug Fixes

• Correctly handle US races starting early when simulating TPD

2.5.8 (2024-02-12)

Bug Fixes

• #743 fok multiple issues (@mzaja)

2.5.7 (2024-01-15)

Improvements

• Add trade elapsed seconds

Bug Fixes

• #732 fix process_sports_data for Race events

2.5.6 (2023-12-13)

Improvements

• Remove LINE_RANGE LTP default

2.5.5 (2023-12-11)

Improvements

• #725 Remove redundant event logging
• Refactor _process_sports_data to use eventId

Bug Fixes

• Correctly handle LINE_RANGE markets within trading controls / blotter / profit / order

2.5.4 (2023-11-13)

Bug Fixes

• #721 fix invalid customer ref
• Holds off clearing orders until betfair have settled (@lunswor)

Libraries

• betfairlightweight upgraded to 2.19.1[speed]
• black upgraded to 23.11.0

2.5.3 (2023-11-06)

Improvements

• Slack link expires
• More docs

Bug Fixes

• #716 simulation NaN sp

Libraries

• betfairlightweight upgraded to 2.19.1
• black upgraded to 23.10.1

2.5.2 (2023-10-09)

Improvements

• Add black pre-commit hook (@mzaja)

Bug Fixes

• Handle missing MarketBook when recording sports data

2.5.1 (2023-10-06)

Improvements

• #703 Store historical stream ids in a set for faster lookup (@mzaja)
• #699 process market catalogue (@mzaja)

Bug Fixes

• #706 Fix FOK simulation error, update tests to cover the bug (@mzaja)

Libraries

• black upgraded to 23.9.1
• tenacity upgraded to <8.2.4

2.5.0 (2023-10-05)

Improvements

• #675 provide flumine to add and start methods (@mzaja)
• Lazily evaluate log message parameters (@petedmarsh)
• Change utils.get_file_md to return a MarketDefinition (@petedmarsh)
• Refactor _read_loop to open entire file in ram + remove function calls
• Use raw json for creating order requests (faster)
• uuid4 is faster
• #688 Use smart-open for opening historical files (@petedmarsh)

Bug Fixes

• #677 Remove duplicated method call (@mzaja)
• #679 validation reused trades (@mzaja)
• #681 Adds handling of FOK orders status getting stuck (@lunswor)

Libraries

• Add [speed] (@petedmarsh)
• Remove py3.7
• betfairlightweight upgraded to 2.19.0

2.4.2 (2023-08-03)

Bug Fixes

• #674 Update marketCatalogue fix when recording data

2.4.1 (2023-07-25)

Improvements

• #671 Add process_new_market method to simulation (@mzaja)

2.4.0 (2023-07-24)

Improvements

• Simulation against available prices now available using config

2.3.7 (2023-07-24)

Improvements

• #659 Add process_new_market method to BaseStrategy (@mzaja)

Bug Fixes

• Log in if client.keep_alive() fails in BetfairClient (@jorgegarcia7)
• Include min_unit price in make_line_prices (@Code0x58)
• #667 Rename strategy info to prevent jsonlogger conflict

Libraries

• betconnect upgraded to 0.1.7
• betfairlightweight upgraded to 2.17.3

2.3.6 (2023-04-27)

Bug Fixes

• #654 Simulated fill or kill bets matched as regular bets (@mzaja)
• Don't check market_start_time for football events (@kwassmuss)

Libraries

• black upgraded to 23.3.0

2.3.5 (2023-03-16)

Bug Fixes

• #650 Fix min_fill_size simulation bug (@mzaja)
• #647 Prevent overfills of the traded in simulated order (@clivewij)
• FK price is None and therefore size is None

Libraries

• tenacity upgraded to 8.2.3
• python-json-logger upgraded to 2.0.7
• betconnect upgraded to 0.1.6
• black upgraded to 23.1.0

2.3.4 (2023-02-17)

Improvements

• #639 simulation fill or kill

Bug Fixes

• OrderStream race condition

2.3.3 (2023-02-09)

Libraries

• betfairlightweight upgraded to 2.17.1

2.3.2 (2023-01-19)

Bug Fixes

• #629 simulation: async_place_orders prevents order cancellation

2.3.1 (2022-12-01)

Improvements

• execution_cls added to Client
• market.market_start_hour_minute added

Bug Fixes

• Add price ladder definition to limitoncloseorder

Libraries

• python 3.11 testing added

2.3.0 (2022-10-27)

Improvements

• check_sports added to mimic check_market

Bug Fixes

• #621 string formating mistypes
• #622 control handle all ladder types

Libraries

• betfairlightweight upgraded to 2.17.0
• black upgraded to 22.10.0

2.2.7 (2022-09-29)

Improvements

• Changes list_cleared_orders error to warning

2.2.6 (2022-09-08)

Bug Fixes

• #612 simulation replace cancel error fix

Libraries

• betconnect upgraded to 0.1.5
• black upgraded to 22.8.0

2.2.5 (2022-08-26)

Improvements

• simulated_full_match added to client

Libraries

• betconnect upgraded to 0.1.4

2.2.4 (2022-08-16)

Improvements

• Add error handling to process_raw_data

Bug Fixes

• Correctly set replacement order datetime created

Libraries

• betfairlightweight upgraded to 2.16.7
• betconnect upgraded to 0.1.3

2.2.3 (2022-08-01)

Bug Fixes

• #455 Handle cancel race condition

2.2.2 (2022-07-20)

Improvements

• Various small improvements to reduce CPU cycles

2.2.1 (2022-07-14)

Improvements

• #572 SimulatedSportsData middleware and example strategy added
• Remove market added to simulation

Bug Fixes

• Handle market removal race condition

Libraries

• betfairlightweight upgraded to 2.16.6
• black upgraded to 22.6.0
• python-json-logger upgraded to 2.0.4

2.2.0 (2022-05-17)

Bug Fixes

• Revert delta order stream

2.1.1 (2022-05-16)

Libraries

• betfairlightweight upgraded to 2.16.5

2.1.0 (2022-05-13)

Improvements

• Market status added and markets.open_market_ids is now open markets only
• Order profit property added
• Order stream output updated orders only (order_updates_only)
• _process_current_orders refactored to reduce duplicate calls

Bug Fixes

• #586 loggingcontrol doc strings

2.0.5 (2022-05-05)

Improvements

• Handle queue event handling optimisations

Bug Fixes

• Market event removal on market recording

2.0.4 (2022-04-25)

Bug Fixes

• Market event removal

2.0.3 (2022-04-25)

Improvements

• Middleware slim down
• examples cleanup

2.0.2 (2022-04-21)

Improvements

• Event lookup added to Markets

Libraries

• betconnect upgraded to 0.1.2
• black upgraded to 22.3.0

2.0.1 (2022-03-28)

Improvements

• Client docs improvement
• stream_running added and logic cleanup

Libraries

• betfairlightweight upgraded to 2.16.4

2.0.0 (2022-03-25)

Improvements

• #193 multi clients integrated
• backtest -> simulated rename (*breaking change)
• #566 BetConnect client added

Bug Fixes

• #567 market_start_datetime fix
• PaperTrade bug fix on elapsed_time

Libraries

• betfairlightweight upgraded to 2.16.3
• betconnect==0.1.1 requirement added
• python 3.6 removed

1.22.2 (2022-03-24)

Improvements

• logo / readme update
• single strategy example added

1.22.1 (2022-03-21)

Improvements

• betcode-org transfer/renames

Libraries

• betfairlightweight upgraded to 2.16.2

1.22.0 (2022-02-28)

Improvements

• #564 sports data functionality added
• blotter lookups updated to lists only (*breaking change)

1.21.6 (2022-02-18)

Improvements

• blotter lookups updated to lists (order_status)

Bug Fixes

• OrderStreams customer_strategy_refs fix when None provided
• Handle null market_filter when creating streams

Libraries

• betfairlightweight upgraded to 2.16.1

1.21.5 (2022-02-14)

Improvements

• PYPI secret update and deploy environment added
• slack group invite updated

Libraries

• betfairlightweight upgraded to 2.16.0

1.21.4 (2022-02-08)

Improvements

• Remove currency parameters hard coding

Libraries

• betfairlightweight upgraded to 2.15.4
• black upgraded to 22.1.0

1.21.3 (2022-01-31)

Improvements

• Each Way simulated profit handled
• ExecutionValidation control to prevent failed requests being sent continuously, not added by default (@lunswor)

Bug Fixes

• trading control exposure bug revert

1.21.2 (2022-01-13)

Improvements

• license update
• strategy warning on duplicate names
• minor optimisations for simulation

1.21.1 (2022-01-10)

Improvements

• Process end of flumine on exit
• Flumine added as var to strategy.finish (*breaking change)

Bug Fixes

• #548 handle execution complete during placement delay
• Correctly add order datetimes on restart

1.21.0 (2022-01-06)

Improvements

• #528 smart matching on passive orders
• #544 market exposure refactor (*breaking change)

Bug Fixes

• #528 simulation processing on in flight requests
• #541 handle betTargetSize
• Example typo (@petercoles)

Libraries

• black upgraded to 21.12b0

1.20.13 (2021-12-03)

Improvements

• #527 custom stream funcs / docs added
• #525 UML diagrams added to docs (@shashikhaya)
• get_order_from_bet_id optimisation (very slow with high order count)

Bug Fixes

• File type regression

Libraries

• betfairlightweight upgraded to 2.15.2
• black upgraded to 21.11b1

1.20.12 (2021-11-26)

Improvements

• Performance docs added

1.20.11 (2021-11-25)

Improvements

• #528 MarketOnCloseOrders not included in BacktestLoggingControl example
• #531 Include SP values in jupyterloggingcontrol
• MarketRecorder updates (@mberk)

1.20.10 (2021-11-11)

Bug Fixes

• Missing clk handling in order and race stream

1.20.9 (2021-11-11)

Improvements

• #522 add clk to output in market recorder (Breaking Change)
• #517 Extend selection exposures to whole market (@petercoles)
• Example strategies updated to remove whitespace on dump (1mb saved per raw file)

Libraries

• betfairlightweight upgraded to 2.15.1

1.20.8 (2021-11-01)

Improvements

• Handle list of market filters in strategy

Bug Fixes

• #519 reset real datetime added to allow s3 download (RequestTimeTooSkewed)

Libraries

• black upgraded to 21.10b0

1.20.7 (2021-10-25)

Bug Fixes

• detect_file_type handle tuple

1.20.6 (2021-10-25)

Improvements

• SimulatedDateTime minor improvement
• detect_file_type added to log warning when backtesting

1.20.5 (2021-10-22)

Libraries

• relax tenacity pinning >=7.0.0 <=8.0.1

1.20.4 (2021-10-20)

Improvements

• #511 Make background worker function callable once
• #512 Allow access to real datetime via context manager

Libraries

• python 3.10 testing added
• betfairlightweight upgraded to 2.15.0
• black upgraded to 21.9b0

1.20.3 (2021-09-23)

Bug Fixes

• #486 elapsed_seconds bug when async

Libraries

• betfairlightweight upgraded to 2.14.1

1.20.2 (2021-09-20)

Improvements

• Restrict logging calls based on level to prevent info being called (slow)
• Restrict process and take_sp calls in simulated.py
• lru cache added to price_ticks_away

1.20.1 (2021-09-19)

Improvements

• RaceCache optimisation

Bug Fixes

• #499 bugfix on market recording

1.20.0 (2021-09-17)

Improvements

• Update to use listener_kwargs in _process rather than snap

Bug Fixes

• #499 missing market call on closure

Libraries

• betfairlightweight upgraded to 2.14.0

1.19.17 (2021-09-14)

Improvements

• Backtest speed improvements

1.19.16 (2021-09-13)

Improvements

• Temporary logging added for testing

1.19.15 (2021-09-13)

Improvements

• Backtest speed improvements
• Raise error in controls when market or marketBook not available

Bug Fixes

• async not correctly pulled from config during transaction

1.19.14 (2021-09-10)

Improvements

• process_current_orders optimisation
• market_version and elapsed_seconds_created added to order
• OrderStream logic improvement
• market.event refactored to filter on start time as well as eventId (FORECAST limitation)
• Example improvement (@petercoles)

Bug Fixes

• Correctly complete order in blotter when live

1.19.13 (2021-09-08)

Improvements

• #489 countryCode filter added to backtesting
• Renamed config.hostname to config.customer_strategy_ref. This makes the use of the variable more explicit.
• WARNING: This change will affect users who set config.hostname. From this version onwards, they should set config.customer_strategy_ref.
• Docs / logging control updated

Bug Fixes

• #487 Backtesting transaction count maxing out (markets not ordered)

Libraries

• black upgraded to 21.8b0

1.19.12 (2021-08-27)

Bug Fixes

• Prevent duplicate EC calls when backtesting

1.19.11 (2021-08-26)

Improvements

• #480 Correctly simulate ClearedMarket event when backtesting/paper trading

Libraries

• betfairlightweight upgraded to 2.13.2

1.19.10 (2021-08-23)

Bug Fixes

• #478 Listener kwargs / create bugfix

1.19.9 (2021-08-16)

Bug Fixes

• #476 fixes and docs update for bflw 2.13.1

Libraries

• betfairlightweight upgraded to 2.13.1
• tenacity upgraded to 8.0.1

1.19.8 (2021-08-03)

Improvements

• #472 Add order status and matched filter to blotter
• Assert on trading client lightweight
• OrderDataStream added to allow order stream data to be recorded as per market/race

Libraries

• betfairlightweight upgraded to 2.13.0
• black upgraded to 21.7b0
• python-json-logger upgraded to 2.0.2

1.19.7 (2021-07-12)

Improvements

• #464 get session handling refactor to take oldest session

Bug Fixes

• #454 SP nr size adjustment (@jsphon)
• #464 wrong order state after multiple connection reset errors

1.19.6 (2021-07-09)

Improvements

• #452 transaction force parameter (@flxbe)
• market date_time_created added

Bug Fixes

• #454 SP nr adjustments (@jsphon)
• Handle missing mc from historic files (@mlabour)

1.19.5 (2021-07-05)

Bug Fixes

• #453 Replace Orders drop custom separator from order_id field
• Docs typo (@petercoles)

Libraries

• betfairlightweight upgraded to 2.12.2
• black upgraded to black==21.6b0

1.19.4 (2021-06-03)

Bug Fixes

• Updates simulation class to use config latencies

1.19.3 (2021-06-03)

Bug Fixes

• Set order to be executable after violating on market status (@lunswor)

1.19.2 (2021-06-03)

Improvements

• Move simulated latencies to config (@lunswor)
• Add control to validate market status (@lunswor)

Bug Fixes

• MarketRecorder race condition on file load / remove txt only if aged

Libraries

• black upgraded to black==21.5b2

1.19.1 (2021-05-27)

Bug Fixes

• Prevent race condition between execution and order stream

1.19.0 (2021-05-27)

Improvements

• Process refactor to use current_order status (remove void/lapse to match betfair)
• Examples improvements

1.18.12 (2021-05-21)

Bug Fixes

• Prevent race condition on executable/execution_complete and new orders

1.18.11 (2021-05-20)

Improvements

• Market recorder refactored to have a single processor thread to remove blocking

Bug Fixes

• Add order stream start delay and snap pickup
• Missing update current order

1.18.10 (2021-05-17)

Bug Fixes

• Logging control fix, trade event not triggered

1.18.9 (2021-05-17)

Improvements

• Notes and market notes added to order (potential race condition fix on transaction)

Bug Fixes

• #433 Liability persistence types not checked for <= 2 decimal places (@petercoles)

1.18.8 (2021-05-14)

Improvements

• Simulation optimisations

Bug Fixes

• #173 dead heat profit calculation (@lunswor)
• listenerKwargs inplay / MoC / SP orders fix (@jsphon)

Libraries

• black upgraded to 21.5b1

1.18.7 (2021-05-10)

Bug Fixes

• #423 get_exposures() replace fix (@jsphon)

1.18.6 (2021-05-06)

Improvements

• Stream retry timeout bumped to 60s
• Docs improved
• get_file_md tuple handing (race stream)

Libraries

• black upgraded to 21.5b0
• dependabot native added

1.18.5 (2021-04-26)

Improvements

• #121 simulation improvements and further validations

Libraries

• black upgraded to 21.4b0

1.18.4 (2021-04-20)

Bug Fixes

• Duplicate Trade logging handled and has_trade added to Blotter

1.18.3 (2021-04-16)

Improvements

• 503 errors logged as warnings to prevent duplicate log messages propagating through to services such as sentry.io

Bug Fixes

• MarketRecorder example updated to handle orjson/speed use

1.18.2 (2021-04-12)

Improvements

• #217 error handling improvements

Bug Fixes

• Blotter live orders mutable bugfix
• MarketRecorder example clean up fix

1.18.1 (2021-04-08)

Improvements

• market_type filter enabled when backtesting markets
• Remove temp logging

Bug Fixes

• Validate logging typo

1.18.0 (2021-04-07)

Improvements

• #404 Multi market processing (concurrent event market processing)
• strategy order placement depreciated (breaking change as per warning version 1.17.0)
• strategy.log_validation_failures depreciated (breaking change as per warning version 1.17.7)
• #185 Cleared order added to order object on closure (@arch4672)
• gzip market catalogue data in marketrecorder.py example

Bug Fixes

• Nasty bug fixed in the way live orders are completed when backtesting (has potentially impacted previous tests)
• Trade.create_order now correctly pulls handicap from trade (was defaulting to 0)

1.17.15 (2021-03-25)

Improvements

• Blotter exposure refactoring out the get_worst_possible_profit method (@jsphon)
• Market recorder example updated to use gzip compression

1.17.14 (2021-03-24)

Improvements

• Execution / thread pool state logging
• Default market recorder example to not remove files on clean up

1.17.13 (2021-03-22)

Improvements

• Market recorder mode added to client (@jorgegarcia7)
• Further execution logging (trying to find time)

1.17.12 (2021-03-15)

Improvements

• Logging control cleanup / docs

Bug Fixes

• missing if in process.py to check order status

1.17.11 (2021-03-12)

Improvements

• order context added

Bug Fixes

• Prevent duplicate order logging control calls

1.17.10 (2021-03-12)

Improvements

• async placeOrder handling added, defaults to False via config.py
• Execution logging improvements

Bug Fixes

• Handle race condition (seen daily) where cancel is not correctly update to execution complete

1.17.9 (2021-03-09)

Improvements

• Remove session close in execution when removing stale sessions (very slow)
• Refactor closure worker to check all closed markets requiring clearing

Libraries

• betfairlightweight upgraded to 2.12.1

1.17.8 (2021-03-08)

Improvements

• Allow kwargs to be passed to trade.create_order
• Correct handling off completed offset orders

Bug Fixes

• Prevent closure functions being called on a recorder closure

1.17.7 (2021-03-05)

Improvements

• strategy.log_validation_failures marked for depreciation and logging pushed up to trading control
• strategy.multi_order_trades var added to allow multiple orders to be placed under a single trade
• RunnerContext trades made public
• Docs cleanup and unused trade vars removed
• config.max_workers renamed to max_execution_workers (*breaking change)

Bug Fixes

• Prevent double counting of trades if place called more than once

1.17.6 (2021-03-05)

Improvements

• trade id added to context to prevent race condition and better visibility on live trades

Bug Fixes

• incorrect handling of replace on runner context fix (adds to live trade count)

1.17.5 (2021-03-01)

Bug Fixes

• #382 replace order failure fix (no execute)

1.17.4 (2021-02-26)

Improvements

• Transaction id and logging added
• max_workers moved to config to allow int to be configurable

1.17.3 (2021-02-25)

Improvements

• Potential thread pool exhaustion logging added

1.17.2 (2021-02-25)

Improvements

• Allow patching of stream retry wait arg

Bug Fixes

• Incorrect handling of potential exposure in control

1.17.1 (2021-02-24)

Improvements

• Current and total transactions available from client
• blotter.strategy_selection_orders func added (speed improvement on exposure calc)

Bug Fixes

• Refactor of client transaction control to correctly apply the 5000 limit

1.17.0 (2021-02-22)

Improvements

• Major refactor to order placement using Transaction class to allow user control over order placement
• Trading controls executed on place rather than OrderPackage level (Breaking change to controls)
• strategy order placement to be depreciated (Breaking change from version 1.18.0)
• OrderPackage no longer processed through the queue (quicker tick to trade)
• Error correctly raised on duplicate place calls
• Execution worker count bumped

1.16.3 (2021-02-08)

Bug Fixes

• Minor fix when combining data and market stream strategies

1.16.2 (2021-02-05)

Improvements

• Blotter strategy orders added for faster lookup
• Strategy name hash cached
• Minor selection_exposure optimisations
• Simulated optimisations

1.16.1 (2021-01-28)

Improvements

• Various optimisations on pending_packages and low level listener updates
• Cache stream_id when backtesting
• Always run integrations tests (now possible with faster backtesting from bflw 2.12.0)

1.16.0 (2021-01-25)

Improvements

• bflw changes / further listener optimisations

Libraries

• betfairlightweight upgraded to 2.12.0

1.15.4 (2021-01-18)

Improvements

• Restrict catalogue requests to market version update

Bug Fixes

• #192 correctly lapse limit orders

Libraries

• betfairlightweight upgraded to 2.11.2

1.15.3 (2021-01-11)

Bug Fixes

• Correctly handle runner removal / order void for LimitOnClose/MarketOnClose orders

1.15.2 (2021-01-11)

Improvements

• Order execution args added on place/cancel/update/replace
• License update
• Example update (@lunswor)

Bug Fixes

• #358 dynamic keep alive (based on trading client)

Libraries

• py3.5 removed from setup.py

1.15.1 (2020-12-28)

Improvements

• #356 Jupyter logging control added (POC) with info improvements
• #344 lookup cache added and info optimisations
• #327 correctly return orderStatus
• Middleware optimisation by only processing updated runners
• Minor test improvements

Libraries

• betfairlightweight upgraded to 2.11.1

1.15.0 (2020-12-07)

Improvements

• Updates for bflw 2.11.0
• logging improved on orphan orders

Bug Fixes

• #347 incorrect adjustment factor (sub 1.01)

Libraries

• betfairlightweight upgraded to 2.11.0

1.14.13 (2020-12-05)

Improvements

• Backtest market catalogue middleware example (@lunswor)
• #344 Initial work on improving calls when subscribed to 5k+ markets

Bug Fixes

• #342 market/limit on close order size remaining bug

1.14.12 (2020-11-28)

Improvements

• 'on_process' function optimised

Libraries

• betfairlightweight upgraded to 2.10.2

1.14.11 (2020-11-25)

Improvements

• Flaky flaky integration tests

Bug Fixes

• Missing 'on_process' function (now subclassed)

1.14.10 (2020-11-25)

Bug Fixes

• Revert removal of add_stream (removed by accident)

1.14.9 (2020-11-25)

Improvements

• Historic stream cleanup for bflw 2.10.1
• Adding logging of order validation

Libraries

• betfairlightweight upgraded to 2.10.1

1.14.8 (2020-11-16)

Improvements

• Config event added and processed on start

Bug Fixes

• #320 prevent market on close limit order when below min bsp liability

1.14.7 (2020-11-14)

Improvements

• Minor bug on initial init with calculate_traded func

1.14.6 (2020-11-13)

Improvements

• Refactor on calculate_traded func (15% speed increase)

Bug Fixes

• Refactoring create_order_from_current, so that it is not dependent on the '-' separator (@jsphon)

1.14.5 (2020-11-11)

Improvements

• Docs cleanup

Bug Fixes

• #318 process customer order ref
• Rounding on order properties

1.14.4 (2020-11-05)

Improvements

• #310 typing update and bool return added on stream
• add min_bet_validation flag to prevent control checking min size

Bug Fixes

• filters out violated orders from being used to calculate the selection exposure (@lunswor)
• handle simulated cancel when size reduction is larger than size remaining
• pass correct size into create replace order based on api response
• #314 Calculates size_remaining from size and size_matched when not set from placeResponse

1.14.3 (2020-11-02)

Improvements

• size reduction bug

1.14.2 (2020-11-02)

Improvements

• _process_cleared_orders called on market closure when backtesting / paper trading
• size reduction handling added to simulated execution on cancel
• Add py3.9 actions test

Libraries

• betfairlightweight upgraded to 2.10.0 (exchange stream api release 10/11/20)

1.14.1 (2020-10-29)

Improvements

• #297 add violation msg to order on violation
• Graceful worker shutdown
• Terminate worker example added

Libraries

• betfairlightweight upgraded to 2.9.2
• python-json-logger upgraded to 2.0.1

1.14.0 (2020-10-12)

Improvements

• Prevent MarketBook latency logging when update is from a snap

Bug Fixes

• #291 Bug in calculated_unmatched_exposure func

Libraries

• betfairlightweight upgraded to 2.9.0 (#248 memory leak)

1.13.1 (2020-10-08)

Improvements

• Updates the pricerecorder example method parameters (@lunswor)
• #248 Remove runner_context from strategy on market remove
• #287 order separator (jsphon)

1.13.0 (2020-10-05)

Improvements

• #270 strategy exposure improvements on trading control

Bug Fixes

• Handle unhandled exceptions in execution
• Replace now fixed (regression on removal of order_package.market
• Backtest process orders now called before strategy calls impacts backtesting profit

Libraries

• python-json-logger upgraded to 2.0.0

1.12.3 (2020-09-28)

Bug Fixes

• Missing book / bet_delay in live fix

1.12.2 (2020-09-28)

Bug Fixes

• #248 completely remove circular reference to market->blotter
• Correct market closure when recording data (raw)

1.12.1 (2020-09-21)

Bug Fixes

• #275 Laying Limit Orders, Persistence Type MARKET_ON_CLOSE (@jsphon)
• PR added to actions

1.12.0 (2020-09-14)

Improvements

• #269 latency warning added

Bug Fixes

• #248 addition of weakref to try and break circular reference (@synapticarbors) + deletion of each event

Libraries

• betfairlightweight upgraded to 2.8.0 (orjson)
• black updated to 20.8b1

1.11.2 (2020-08-28)

Improvements

• Minor refactor and test improvements on FlumineBacktest
• Tennis/inplayservice worker example added

Bug Fixes

• Validates runner is active on placeOrder when simulating (@lunswor)
• Complete.trade moved to when order or trade status updates rather than process.py, previously it was missing any orders that violated when no other orders active

1.11.1 (2020-08-24)

Improvements

• #187 strategy and trade runner context additions

Bug Fixes

• Handling for SP orders on startup
• Bug fix on client control max orders when backtesting

1.11.0 (2020-08-03)

Improvements

• invested migrated to executable_orders on RunnerContext *breaking change
• Use MarketCatalogue where available for market descriptions
• Create session added, sessions closed and deleted if stale for 200s or more

Bug Fixes

• Limit process to limit orders to prevent SP orders from being completed when not + test bug fix

1.10.6 (2020-08-10)

Bug Fixes

• Prevent closed markets being removed when paper trading
• Fix missing MarketBook from market (closes #FLUMINE-PROD-EE)

1.10.5 (2020-08-04)

Bug Fixes

• Prevent closed markets being removed when backtesting
• Adds check to check removal_adjustment_factor is not None when processing runner removal (@lunswor)

1.10.4 (2020-08-03)

Improvements

• updates for bflw 2.7.2

Libraries

• betfairlightweight upgraded to 2.7.2

1.10.3 (2020-08-03)

Bug Fixes

• Handle missing id in raw data (race stream)
• Handle no market passed to market recorder (race stream)

1.10.2 (2020-08-03)

Improvements

• _process_raw_data refactored to create market objects and call market.closed_market on closure

Bug Fixes

• Docs typo (thanks @petercoles)

Libraries

• betfairlightweight upgraded to 2.7.1

1.10.1 (2020-07-20)

Bug Fixes

• Add middleware moved to init, Simulated needs to be the first middleware

1.10.0 (2020-07-20)

Improvements

• #180 client paper trade now implemented
• #193 initial work on multi client implementation
• #192 simulation improvements with handling on runner removal

1.9.3 (2020-07-17)

Bug Fixes

• Move remove_markets logic to process_closed_markets (previously not called if no orders)
• Travis remove py3.5

1.9.2 (2020-07-16)

Improvements

• update_market_notes refactor and move to utils to make patching easier

Bug Fixes

• Market.closed now updated when reopened + logging improvements

1.9.1 (2020-07-15)

Improvements

• #184 package retry on error (limited to 3 with back-off)
• requests.Session now closed and deleted

1.9.0 (2020-07-13)

Improvements

• #201 requests session kept and reused to reduce latency
• Middleware add/remove market functions added and integrated into Simulated
• Logging improvements

Libraries

• betfairlightweight upgraded to 2.6.0

1.8.2 (2020-07-06)

Improvements

• Previous 'middle' and 'matched' added to simulated

Bug Fixes

• Simulated bug fix on when data is not recorded from the beginning
• Client control 'None' bug fix

1.8.1 (2020-06-30)

Bug Fixes

• Reduce MC count (debugging seg fault)

1.8.0 (2020-06-29)

Improvements

• Custom historical listener/stream added
• Large order count (per market) optimisations
• #203 client transaction count
• #224 multi market processing

Bug Fixes

• #221 RuntimeError: market/order looping

Libraries

• betfairlightweight upgraded to 2.5.0

1.7.0 (2020-06-15)

Improvements

• market_notes added to Trade
• market removed after closed for 3600 seconds
• client.best_price_execution handling added

1.6.8 (2020-06-10)

Improvements

• Simulated optimisations on matched size/price (@jsphon)

Libraries

• betfairlightweight upgraded to 2.4.0

1.6.7 (2020-06-08)

Improvements

• #185 cleared orders meta implemented
• Order.elapsed_seconds_executable added

1.6.6 (2020-06-08)

Improvements

• Error handling added to logging control

Bug Fixes

• Incorrect event type passed to log_control

1.6.5 (2020-06-08)

Improvements

• #205 MarketBook publishTime added to simulated.matched / order.execution_complete time added
• Controls error message added
• Info properties improved
• Order/Trade .complete refactored

Bug Fixes

• Log order moved to after execution (missing betId)

1.6.4 (2020-06-08)

Improvements

• Client passed in AccountBalance event
• PublishTime added to order (MarketBook)
• GH Actions fixed

1.6.3 (2020-06-03)

Improvements

• #178 Client order stream disable/enable
• #179 Info properties

Bug Fixes

• #191 missing git config

1.6.2 (2020-06-03)

Improvements

• #191 Github actions added for testing and deployment

1.6.1 (2020-06-02)

Bug Fixes

• #195 refactor to prevent RuntimeError

1.6.0 (2020-06-02)

Improvements

• #175 Update/Replace simulated handling
• Trade context manager added

Bug Fixes

• #163 selection exposure improvement
• BetfairExecution replace bugfix

1.5.7 (2020-06-01)

Bug Fixes

• Sentry uses name in extra so do not override.

1.5.6 (2020-06-01)

Improvements

• #186 Error handling when calling strategy functions
• Start delay bumped on workers and name changed
• Minor typos / cleanups

1.5.5 (2020-05-29)

Improvements

• Missing Middleware inheritance
• get_sp added

Bug Fixes

• MarketCatalogue missing from Market when logged

1.5.4 (2020-05-22)

Bug Fixes

• Market close bug

1.5.3 (2020-05-22)

Improvements

• Market properties added

Bug Fixes

• Memory leak in historical stream fixed (queue)
• process_closed_market bug fix in process logic

1.5.2 (2020-05-21)

Bug Fixes

• pypi bug?

1.5.1 (2020-05-21)

Improvements

• Worker refactor to make init simpler when adding custom workers

1.5.0 (2020-05-21)

Improvements

• Logging control added and integrated
• PriceRecorder example added
• Balance polling added
• Cleared Orders/Market polling added
• Trade.notes added
• Middleware moved to flumine level
• SimulatedMiddleware refactored to handle all logic
• Context added to worker functionality

1.4.0 (2020-05-13)

Improvements

• Simulated execution created (place/cancel only)
• Backtest simulation created and integrated
• patching added, major speed improvements

Bug Fixes

• Handicap missing from order
• Client update account details added
• Replace/Update update_data fix (now cleared)

Libraries

• betfairlightweight upgraded to 2.3.1

1.3.0 (2020-04-28)

Improvements

• BetfairExecution now live (place/cancel/update/replace)
• Trading and Client controls now live
• Trade/Order logic created and integrated
• OrderPackage created for execution
• Market class created
• process.py created to handle order/trade logic and linking
• Market catalogue worker added
• Blotter created with some initial functions (selection_exposure)
• Strategy runner_context added to handle selection investment
• OrderStream created and integrated

Bug Fixes

• Error handling on keep_alive worker added

Libraries

• requests added as dependency

1.2.0 (2020-04-06)

Improvements

• Backtest added and HistoricalStream refactor (single threaded)
• Flumine clients created and integrated
• MarketCatalogue polling worker added

Libraries

• betfairlightweight upgraded to 2.3.0

1.1.0 (2020-03-09)

Improvements

• context added to strategy
• .start / .add refactored to make more sense
• HistoricalStream added and working but will change in the future to not use threads (example added)

Libraries

• betfairlightweight upgraded to 2.1.0

1.0.0 (2020-03-02)

Improvements

• Refactor to trading framework / engine
• Remove recorder/storage engine and replace with 'strategies'
• Market and data streams added
• Background worker class added
• Add docs
• exampleone added

Libraries

• betfairlightweight upgraded to 2.0.1
• Add tenacity 5.0.3
• Add python-json-logger 0.1.11

0.9.0 (2020-01-06)

Improvements

• py3.7/3.8 testing and Black fmt
• main.py update to remove flumine hardcoding
• Remove docker and change to 'main.py' example
• Refactor to local_dir so that it can be overwritten

Bug Fixes

• File only loaded if < than 1 line
• FLUMINE_DATA updated to /tmp to prevent permission issues

Libraries

• betfairlightweight upgraded to 1.10.4
• Add py3.8 support

0.8.1 (2019-09-30)

Improvements

• logging improvements (exc_info)
• Python 3.4 removed and 3.7 support added

Libraries

• betfairlightweight upgraded to 1.10.3

0.8.0 (2019-09-09)

Improvements

• black fmt
• _async renamed to async_ to match bflw
• py3.7 added to travis
• #28 readme update

Libraries

• betfairlightweight upgraded to 1.10.2