Access to Ladder Data via a DLL or similar

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Wolf1877
Posts: 367
Joined: Fri Sep 08, 2017 10:59 am

I'm starting to look more closely at what I ideally want to do via automation.

Guardian/Excel/VBA offers plenty of flexibility for those with enough technical competence to write bespoke VBA or C# code. What I'd really want to do is to develop some automation logic that uses ladder data that is not currently easy to get at. Basically if I can see data/information with my eyes on the Bet Angel screens then ideally I'd like to be able to be able to access that data/information in my automated trading logic. The main information I personally would like is ladder data. i.e. unmatched funds on each point and historical and recent volumes.

3 ticks of Back/Lay data is currently back loaded into excel via guardian. This subset of data is incrediibly useful but gives a very restricted view of the market place which is OK for slow moving markets but is not so useful to track the wider picture as the market activity accelerates. I do appreciate that it would be possible for Excel VBA to compute and track a good approximation of historical and recent ladder volumes by computing the excel sheet changes from previous sheet values however this would unnecessarily slow excel VBA processes down at a crucial stage. It also would not provide full visibility of unmatched bets. The Bet Angel instance already has this data collated in internal memory.

Ideally I would like Bet Angel to develop a DLL or something which could be called from excel VBA or C# to return a snapshot of ladder data (maybe for an individual section or all selections). Bet Angel users could then develop bespoke VBA or C# automation logic to call the DLL when needed and use the returned ladder data to make automated trading decisions which could be sent back into Bet Angel via the existing Guardian/Excel bindings.

Bear in mind that I am a newbie and there may be existing ways of accessing this data that I have missed. If so then I'd be happy to be pointed in the right direction.
LinusP
Posts: 1871
Joined: Mon Jul 02, 2012 10:45 pm

You looked into building your own programs through the API? I recommend it.

https://developer.betfair.com/exchange-api/
Wolf1877
Posts: 367
Joined: Fri Sep 08, 2017 10:59 am

LinusP wrote:
Sat Oct 14, 2017 11:25 am
You looked into building your own programs through the API? I recommend it.

https://developer.betfair.com/exchange-api/
I've considered it Linus but at this stage as a newbie Ito Bet Angel/Betfair 'd rather focus all of my attentions on trading with Bet Angel as far as possible rather than App development.
Bet Angel provides lots of cool facilities and over 90% of what I want so I'm just really asking tbe BA team to consider my request. I'm working on quite a lot of my own external data related stuff at the moment. I will probably look at bespoke app development a few months down the line if when I've developed all of the other stuff that I think will be useful for trading.
welshboy06
Posts: 165
Joined: Wed Mar 01, 2017 2:06 pm

LinusP wrote:
Sat Oct 14, 2017 11:25 am
You looked into building your own programs through the API? I recommend it.

https://developer.betfair.com/exchange-api/
I've been meaning to get round to implementing your python API to gather data. Question though, is it okay to use that as well as BA to manually trade?

Also, I'm able to use your API to grab data, but when I try to stream the data, it says my appkey isn't configured. Any idea how I apply for one? I've checked https://developer.betfair.com/exchange- ... -api-demo/ and can't see an option for streaming API
spreadbetting
Posts: 3140
Joined: Sun Jan 31, 2010 8:06 pm

Wolf1877 wrote:
Sat Oct 14, 2017 11:46 am


I've considered it Linus but at this stage as a newbie Ito Bet Angel/Betfair 'd rather focus all of my attentions on trading with Bet Angel as far as possible rather than App development.
Bet Angel provides lots of cool facilities and over 90% of what I want so I'm just really asking tbe BA team to consider my request. I'm working on quite a lot of my own external data related stuff at the moment. I will probably look at bespoke app development a few months down the line if when I've developed all of the other stuff that I think will be useful for trading.
So basically you want them to write you a DLL as a stop gap before you go the bespoke route in a few months time :)
LinusP
Posts: 1871
Joined: Mon Jul 02, 2012 10:45 pm

welshboy06 wrote:
Sat Oct 14, 2017 2:06 pm
LinusP wrote:
Sat Oct 14, 2017 11:25 am
You looked into building your own programs through the API? I recommend it.

https://developer.betfair.com/exchange-api/
I've been meaning to get round to implementing your python API to gather data. Question though, is it okay to use that as well as BA to manually trade?

Also, I'm able to use your API to grab data, but when I try to stream the data, it says my appkey isn't configured. Any idea how I apply for one? I've checked https://developer.betfair.com/exchange- ... -api-demo/ and can't see an option for streaming API
Yep its fine as long as you don't breach the 1000 transactions an hour (you will get charged) also be wary of betfair shutting you down if you are just collecting data without placing orders although if you have paid for an app key I don't think they mind.

To activate streaming you need to request it, send them a message through the support page.
welshboy06
Posts: 165
Joined: Wed Mar 01, 2017 2:06 pm

LinusP wrote:
Sat Oct 14, 2017 5:30 pm
welshboy06 wrote:
Sat Oct 14, 2017 2:06 pm
LinusP wrote:
Sat Oct 14, 2017 11:25 am
You looked into building your own programs through the API? I recommend it.

https://developer.betfair.com/exchange-api/
I've been meaning to get round to implementing your python API to gather data. Question though, is it okay to use that as well as BA to manually trade?

Also, I'm able to use your API to grab data, but when I try to stream the data, it says my appkey isn't configured. Any idea how I apply for one? I've checked https://developer.betfair.com/exchange- ... -api-demo/ and can't see an option for streaming API
Yep its fine as long as you don't breach the 1000 transactions an hour (you will get charged) also be wary of betfair shutting you down if you are just collecting data without placing orders although if you have paid for an app key I don't think they mind.

To activate streaming you need to request it, send them a message through the support page.
Cheers! I'll send them a message later, don't expect to hear back until monday though. I'll usually only be collecting data as I'm trading. So shouldn't be an issue.

Thanks again for the API, its a life saver for someone like me who doesn't fancy mapping the http requests myself
Wolf1877
Posts: 367
Joined: Fri Sep 08, 2017 10:59 am

spreadbetting wrote:
Sat Oct 14, 2017 3:56 pm
So basically you want them to write you a DLL as a stop gap before you go the bespoke route in a few months time :)
Maybe but not necessarily. Bet Angel is a fantastic app. If it did everything I wanted then I wouldnt need to waste time developing a bespoke app.

A DLL or similar process providing access to wider market data electronically would be useful to any Bet Angel subscriber who wants to make use of it without them needing to go to the time and trouble of developing their own bespoke app.
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