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High Level Architecture for Trading Agents in Betting Exchange Markets

  • Rui Gonçalves
  • Ana Paula Rocha
  • Fernando Lobo Pereira
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 206)

Abstract

This paper presents a new high level software architecture used to develop automated trading agents in betting exchange markets. Betfair betting exchange entity is used as case study. The implementation of the Scalping, Swing, and Trailing-Stop trading mechanisms is explored in detail. A rule-based trading agent, used as test example, is also described together with results of simulations and real interaction with pre-live horse race markets.

Keywords

Software Framework Agents Automated Trading Java 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Rui Gonçalves
    • 1
  • Ana Paula Rocha
    • 2
  • Fernando Lobo Pereira
    • 1
  1. 1.Department of Electrical and Computer EngineeringPorto University (FEUP)PortoPortugal
  2. 2.Department of Informatics Engineering, School of EngineeringPorto University (FEUP)PortoPortugal

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