Using The Market Depth

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  • 99zipper
    Junior Member
    • Aug 2009
    • 1

    #1

    Using The Market Depth

    I have written a BOT that works well but sometimes the liquidity drops to the point where I need to place bets at odds that are worse than the best ones offered in order to access liquidity.

    My BOT knows that it needs to try the second best odds, for example, to get the liquidity but how does the API report the bet (in betSnapshot) if it gets split across 2 different odds i.e. if the bet gets partially matched at the best price and then the remainder gets matched at the second best price??

    There are 3 values in betSnapshot I can look at:

    1 - price
    2 - size
    3 - averagePriceMatched

    How do these change in the example above????

    All ideas welcome!!
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