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amankhoza / betfair-machine-learning

A collection of python scripts to collect, clean and visualise odds for football matches from Betfair, as well as perform machine learning on the collected odds.
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Fix out of order messages #4

Closed amankhoza closed 7 years ago

amankhoza commented 7 years ago

You can tell a message is out of order by looking at the market version. This number should strictly increase. However sometimes you receive a message with a previous market number, this will cause noise in the data set.

amankhoza commented 7 years ago

There is still some noticeable noise in the data set so I am reopening this issue

amankhoza commented 7 years ago

By ensuring market version and total matched are strictly non-decreasing, noise is significantly reduced to an acceptable level. Only a few anomalous points remain. They tend to occur during or just after the market has been temporarily suspended (this occurs at key events during the game eg. goal scored or red card).