Article

Getting Matched Volume at index

Is there an easy method to get the matched volumes at index 1, 2 etc and -1, -2 etc?

For example it is easy to get the odds:

let LayPriceLevel (selection:Selection) index =
selection.ToLay.Prices.[index].Price/selection.ToBack.Prices.[index].Price

and easy to get the amount offered:

selection.ToLay.Prices.[index].Size/selection.ToBack.Prices.[index].Size

But to get the matched data at index?

I tried

let priceGridData = selection.PriceGridData.DataContext

let priceData = priceGridData.GetPriceData(index)

price <- priceData.TotalMatched

But it is always 0.

 

 

 

Comments ( 4 )


  • Stefan
    22.10.2019 13:29:38

    Full market data are available in the active market, so in the only market open in Bet Event View or in Bet Event Trader View.

    Why is it so?

    Bfexplorer can monitor hundreds of markets so this way it is reasonably lower amount of data loaded from betfair servers.

    Yes you can get matched volume only through PriceGridData, of course you must iterate through prices with traded volume, not all of 399 prices are traded.

    If you run your bot in Bot Executor, then you can simply use the bot: “Execute at Time” and set the parameter: UseSetMarketInactive to True. So when executed in bot executes your action bot and set MonitoringStatus to Inactive, Bot Executor then removes such market from monitoring and opens it in Bet Event view, so your bot have them full market data available.

    Of course there are other betfair api methods you can use to get traded data betfair uses in charts. You can see that in my post:

    Lay the Field Strategy – Analyzing Data

  • peteresgate@outlook.com
    22.10.2019 14:33:05

    This is the code I am using to try and find Matched Volume at levels:

    https://github.com/PeterEsgate/BfexplorerTestBots/blob/master/MarketDepthMatched

     

    and I use it by:

    let test = getMarketDepthMatched(BetType.Lay) (MYSELECTION) 1
    outputMessage (sprintf "matched data %.2f" test)

    But this causes Bfexplorer to "hang" and I have to cancel the bot

    For my bot, the last 2 things I need is to find the matched volumes at +/- 2 levels and the Time from scheduled start, but I am having difficulty with these 2 things.   

  • peteresgate@outlook.com
    22.10.2019 14:45:12

     Edit,

    When I say at +/- 2 levels, I mean the matched volume at a price (which I will use the price at +/- 2 levels because I know those prices

  • Stefan
    22.10.2019 15:55:27

    Here is my bot trigger code:

    ShowPriceTradedVolume.fsx

    Please watch video, showing how to use IntelliSense to browse available code.