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# flūmine [](https://travis-ci.org/liampauling/flumine) [](https://coveralls.io/github/liampauling/flumine?branch=master) [](https://pypi.python.org/pypi/flumine) Betfair trading framework with a focus on: - simplicity - modular - pythonic - rock-solid - safe Support for market and custom streaming data (order, score and custom polling data in development) [docs](https://liampauling.github.io/flumine/) [join slack group](https://betfairlightweight.herokuapp.com) Currently tested on Python 3.6, 3.7 and 3.8. ## installation ``` $ pip install flumine ``` flumine requires Python 3.6+ ## 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) ) self.place_order(market, 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: self.cancel_order(market, order, 0.02) # reduce size to 1.98 if order.order_type.persistence_type == 'LAPSE': self.update_order(market, order, 'PERSIST') if order.size_remaining > 0: self.replace_order(market, 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 - Order execution - Paper trading - Back testing - Analytics (in development) - 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