Matched Bet Notification Delay

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Matched Bet Notification Delay

Postby Archie67 » Wed Sep 26, 2012 11:42 am

Hi,

In recent months I've had the impression that sometimes there is a delay with bets showing up as being filled. I've seen situations where I have placed an offer bet at the best back or lay price, waited to be filled and then seen the order book move right through my bet before it shows up as being filled - seconds after the market data implies it must have been (both in terms of traded volume at the price and the price itself).

Yesterday I had a good example of this in the 15:20 at Newton Abbot.

The bet was placed via the COM interface. Market data/bet status calls were logged in my s/w, I'd also turned on Log General Diagnostic Data in BA so I was able to go back and look at the sequence of events;

15:13:48:251 Best back/lay prices 1.67/1.68. £8 back bet placed at 1.68. £368 ahead in order queue at 1.68 at this time, £7412 already matched at this price.
15:13:52:740 £9494 matched at 1.68 - bet not filled
15:13:54:981 £10650 matched at 1.68 - bet not filled
15:13:56:173 £10949 matched at 1.68 , best back/lay price now 1.68/1.69 - bet not filled
15:13:57:631 £11284 matched at 1.68, best back/lay price 1.68/1.69 - bet finally shows as being filled via COM interface. Having been watching BA Bet Manager closely I can also say that the status changed here at this time too.

I called Betfair for their perspective on when this bet was placed/filled - their logs shows it as being filled 1 second after placement (which would make sense from the market data). This means that the delay between Betfair matching the bet and it showing up as being filled in BA was around 8 seconds.

The BA_Diagnostic log doesn't show any errors for this period, it just shows the bet placement (<200 ms) + getMarketPrices etc. There were no problems with market data during this time either, API not sticky or anything.

There are timeouts at other times (getPricesCompressed) and some XML exceptions (getMUBets), but none relating to this bet or around this time.

Any thoughts ?

Regards,
David
Archie67
 
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Joined: Tue Apr 17, 2012 5:53 pm

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