Partially match bet transitioning from LIMIT to MARKET_ON_CLOSE when non-runner

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  • Sansa
    Member
    • Jan 2019
    • 35

    #1

    Partially match bet transitioning from LIMIT to MARKET_ON_CLOSE when non-runner

    When a Lay bet has the Take SP option set ( PersistenceType: MARKET_ON_CLOSE) and there is a non-runner, then the Lay bet transitions to a BSP bet (OrderType: MARKET_ON_CLOSE). My code identifies such bets by checking the OrderType is now MARKET_ON_CLOSE and the bspLiability is > 0. This had worked fine for over a year until yesterday one of these bets went unidentified by my program. I had two of these TakeSP Lay bets on a race which had a non-runner. One was correctly identified, the other not. The missed one had been partially matched before the non-runner. Which makes me think that the values I am checking for (OrderType is MARKET_ON_CLOSE and bspLiability is > 0) may not be the same on a partially matched order and an unmatched order.

    Can anyone shed light on this issue? Maybe someone has had the same problem?

    Thanks.
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