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HISTORY.md

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Release History

0.7.0 - 2025-01-09

Added

  • Add get_inplay_bet_delay_from_prices_file function
  • Add is_market_one_tick_wide function
  • Add is_market_contiguous function
  • Add examples
  • Add virtualise_two_runner_price

Changed

  • Drop support for Python 3.7 and 3.8
  • Enable get_market_time_as_datetime to work on market definitions as well as market books
  • Enable get_seconds_to_market_time to work on market definitions as well as market books
  • Replace deepcopy with pickle in remove_bet_from_runner_book

Fixed

  • Handle RunnerBooks with dictionary priceSizes in remove_bet_from_runner_book #47

0.6.3 - 2023-08-31

Changed

  • Handle markets which don't turn in play in get_last_pre_event_market_book_from_prices_file

0.6.2 - 2023-06-09

Added

  • datetime_to_publish_time function

0.6.1 - 2023-06-06

Changed

  • Handle None in publish_time_to_datetime

0.6.0 - 2023-05-31

Added

  • Order book related functions:
    • calculate_available_volume (@jorgegarcia7)
    • get_mid_price
  • Prices files related functions:
    • get_inplay_publish_time_from_prices_file
    • get_last_pre_event_market_book_from_prices_file
    • get_total_volume_traded_from_prices_file
  • Race stream related functions:
    • calculate_haversine_distance_between_runners
    • get_number_of_jumps_remaining
    • get_race_leaders
  • Race card related functions:
    • get_is_jump_from_race_card

Changed

  • Made get_final_market_definition_from_prices_file more efficient
  • Race card extraction functions now work on both dictionaries and paths to files

0.5.1 - 2023-02-25

Added

  • Functions for working with MarketDefinition objects:
    • create_market_definition_generator_from_prices_file
    • get_all_market_definitions_from_prices_file
    • get_winners_from_prices_file

Changed

  • Use isinstance() wherever type() was being used
  • Improved create_combined_market_book_and_race_change_generator
    • Added type hint
    • Added docstring
    • Now generates pairs indicating which stream each object came from

0.5.0 - 2023-01-13

Added

  • Functions for working with RaceResult objects:
    • get_bsp_from_race_result
    • get_winners_from_race_result
  • Functions for extracting BSP from different sources:
    • get_bsp_from_market_definition
    • get_bsp_from_prices_file
  • Functions for working with marketTime:
    • get_market_time_as_datetime
    • get_seconds_to_market_time
  • Functions for working with race files:
    • create_combined_market_book_and_race_change_generator
    • get_win_market_id_from_race_file
  • Functions for extracting information from the order book:
    • calculate_order_book_imbalance
    • get_price_size_by_depth
    • get_second_best_price_size
    • get_second_best_price
  • Functions for extracting market books and race changes at times of interest:
    • get_market_books_from_prices_file
    • get_minimum_book_percentage_market_books_from_prices_file
    • get_race_change_from_race_file
  • Other Functions:
    • get_publish_time_from_object
    • get_winners_from_market_definition

Changed

  • Improved patching of open
  • Arguments to prices_file_to_data_frame have changed to permit adding any desired marketDefinition field to the data frame

0.4.0 - 2022-11-07

Added

  • get_event_id_from_string function
  • get_pre_event_volume_traded_from_prices_file
  • get_win_market_id_from_race_card function

Changed

  • pandas is now an optional dependency
  • Added should_restrict_to_inplay argument to prices_file_to_data_frame
  • Made get_runner_book_from_market_book more defensive
  • Added LAST_PRICE_TRADED data frame format
  • Optionally output runner statuses when converting market books to data frames
  • Various README improvements:
    • More hype!
    • Badges
    • Examples

0.3.1 - 2022-05-12

Added

  • get_best_price_with_rollup function
  • get_final_market_definition_from_prices_file function

0.3.0 - 2022-04-23

Added

  • Unit tests #14
  • Various price related functions:
    • get_spread
    • calculate_price_difference
    • get_inside_best_price
    • get_outside_best_price
    • get_best_price
    • increment_price
    • decrement_price
    • is_price_the_same_or_better
    • is_price_worse
  • Various horse racing related functions:
    • get_race_id_from_string
    • get_win_market_id_from_race_card
    • read_race_file

Changed

  • Updated typing of all prices files related functions to accept Path objects

Fixed

  • Various fixes when using MarketBook objects instead of dictionaries

0.2.0 - 2022-02-17

Added

  • Use market catalogues to inject runner names into self recorded data #13

Fixed

  • Handle event-level historic prices files #11

0.1.2 - 2022-02-08

Changed

  • Pass kwargs to StreamListener 142f4f6

0.1.1 - 2022-02-01

Added

  • Add publish_time_to_datetime function a53cf58

Fixed

  • Remove deprecated argument to StreamListener 68fe522

0.1.0 - 2022-02-01

Added

  • Add get_market_id_from_string function ad56cb7
  • Add functions for random number generation bff04a5

Changed

  • Relax bflw version requirement for files 704c70b

Fixed

  • Remove deprecated argument to StreamListener b1af45c

0.0.2 - 2021-08-11

Added

  • Add calculate_total_matched function c2233af

Fixed

  • Fix calculate_book_percentage #3. For cases where a runner has no prices on either side