Market Replay Matched bets and Excel

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Market Replay Matched bets and Excel

Postby PennyFiddler » Fri Dec 20, 2024 3:37 pm

Hi,

I’m interested in this feature to analyse certain markets but am a little confused at how to interpret the data.
Years ago you used to be able to download historic events in CSV format, and that data you could determine what bets were matched at what price etc.

With the Market Replay simulating past events how do you actually know what bets are matched at which prices?
I’ve setup an excel spreadsheet to plot the prices, but that’s just what was available to match, it doesn’t determine which bets were taken rather than cancelled.

Any ideas?
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Re: Market Replay Matched bets and Excel

Postby GaryRussell » Sat Dec 21, 2024 1:56 pm

The idea is that you use the trigger bets column to place bets in the market as if you were connected to a live market. Betting Assistant will simulate the bet placement and matching. You cannot know how a live market would react so it just uses simple logic. It simulates best price available matching.

eg. back odds columns contain 2.0, 3.0 and 4.0 and the respective amounts available are £3, £5 and £10.

1) If you request £18 at 2.0 then £10 will be matched at 4.0, £5 at 3.0 and £3 at 2.0.

2) If you request £18 at 4.0 then £10 will be matched at 4.0 and the remaining £8 will be unmatched. The bets are evaluated on each refresh and each refresh is treated as if new amounts are available so the remaining £8 will be matched on the next refresh if the odds and amounts don't change.
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Re: Market Replay Matched bets and Excel

Postby PennyFiddler » Sat Dec 21, 2024 2:38 pm

Thank you for the reply.

Though we might be talking past one another.
I understand your point, but that would be about testing a simulated market on an individual case by case to see if a certain bet would have been matched.
That’s different to running a query over all the markets’ data to determine whether there’s profit in a theory, like you could do using data in a database.

What I’m obviously asking is how do I create a database that is plotted data on matched bets alone from this data, or even if it’s possible.

I have created a script that runs at 4x speed without losing fidelity, I then run a script over that plotted data to analyse as one might in sql.
The issue is that just because a market showed odds changing up and down, that’s no guarantee that the market moved because a bet was matched rather than a bet that was cancelled….or god forbid, a phantom bet.

You can’t really test the simulation until you have something to test.
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Re: Market Replay Matched bets and Excel

Postby GaryRussell » Sat Dec 21, 2024 3:45 pm

It’s never going to be a substitute for testing a system on live markets. It’s up to you whether you find the data useful.
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Re: Market Replay Matched bets and Excel

Postby PennyFiddler » Sat Dec 21, 2024 4:31 pm

Ok thanks.

Just a final question then.
As I assume the Market Replay is built on the .json data, is there a way of extracting only matched bets via linking an excel spreadsheet?

That goes for real time usage too, can you record what essentially is the yellow flashing matching prices that show up live?
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Re: Market Replay Matched bets and Excel

Postby GaryRussell » Sat Dec 21, 2024 5:49 pm

I see now. You're referring to traded volume from the live market, not your bets.

You will need to use the COM feature to capture this information. See viewtopic.php?f=8&t=3726 for an example. The historical data is only at the frequency of one second, but you can get more detail from a live market by setting the refresh rate as low as 200ms or set it to full stream to go as low as 50ms depending on how fast your PC is. You can derive the amount matched at each price using this data and compare to the last update to see how much matched between updates.
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Re: Market Replay Matched bets and Excel

Postby PennyFiddler » Sat Dec 21, 2024 8:45 pm

Yes ok thanks Gary
I’ll look into it.
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