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High Level Architecture for Trading Agents in Betting Exchange Markets

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Advances in Information Systems and Technologies

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 206))

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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.

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Correspondence to Rui Gonçalves .

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Gonçalves, R., Rocha, A.P., Pereira, F.L. (2013). High Level Architecture for Trading Agents in Betting Exchange Markets. In: Rocha, Á., Correia, A., Wilson, T., Stroetmann, K. (eds) Advances in Information Systems and Technologies. Advances in Intelligent Systems and Computing, vol 206. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-36981-0_46

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  • DOI: https://doi.org/10.1007/978-3-642-36981-0_46

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-36980-3

  • Online ISBN: 978-3-642-36981-0

  • eBook Packages: EngineeringEngineering (R0)

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