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# flūmine
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Betting trading framework with a focus on:
- simplicity
- modular
- pythonic
- rock-solid
- safe
![Backtesting Analysis](docs/images/jupyterloggingcontrol-screenshot.png?raw=true "Jupyter Logging Control Screenshot")
Support for market, order and custom streaming data.
[docs](https://betcode-org.github.io/flumine/)
[join betcode slack group](https://join.slack.com/t/betcode-org/shared_invite/zt-h0ato238-PPbfU_T7Ji0ORjz0ESIJkg)
Tested on Python 3.7, 3.8, 3.9, 3.10 and 3.11.
## installation
```
$ pip install flumine
```
flumine requires Python 3.7+
## setup
Get started...
```python
import betfairlightweight
from flumine import Flumine, clients
trading = betfairlightweight.APIClient("username")
client = clients.BetfairClient(trading)
framework = Flumine(
client=client,
)
```
Example strategy:
```python
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:
```python
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