- calculate_available_volume() returns the available volume up to a c…

…ertain max. level of overround.

betfairutil/__init__.py

@@ -1540,6 +1540,26 @@ def calculate_book_percentage(
     return sum(implied_probabilities)
 
 
+def calculate_available_volume(
+        market_book: Union[Dict[str, Any], MarketBook], side: Side, max_book_percentage: float
+) -> float:
+    available_volume = 0
+    for depth in range(10):
+        book_percentage, size = 0, 0
+        for runner in market_book['runners']:
+            runner_price_size = get_price_size_by_depth(runner=runner, side=side, depth=depth)
+            if runner_price_size:
+                book_percentage += 1.0 / runner_price_size['price']
+                size += runner_price_size['size']
+            else:
+                return available_volume
+
+        if book_percentage < max_book_percentage:
+            available_volume += size
+
+    return available_volume
+
+
 def calculate_market_book_diff(
     current_market_book: Union[Dict[str, Any], MarketBook],
     previous_market_book: Union[Dict[str, Any], MarketBook],

tests/test_non_prices.py

@@ -13,7 +13,7 @@
 from betfairlightweight.resources import RunnerBook
 from pyrsistent import pmap
 
-from betfairutil import calculate_book_percentage
+from betfairutil import calculate_book_percentage, calculate_available_volume
 from betfairutil import calculate_market_book_diff
 from betfairutil import calculate_order_book_imbalance
 from betfairutil import calculate_total_matched
@@ -1119,3 +1119,12 @@ def test_get_first_market_definition_from_prices_file(
 
 def test_get_winners_from_prices_file(path_to_prices_file: Path):
     assert get_winners_from_prices_file(path_to_prices_file) == []
+
+
+def test_calculate_available_volume(market_book: Dict[str, Any]):
+    assert calculate_available_volume(market_book, Side.BACK, 1.05) == 2
+
+    market_book["runners"][0]["ex"]["availableToBack"].append({"price": 1.96, "size": 1})
+    market_book["runners"][1]["ex"]["availableToBack"].append({"price": 1.96, "size": 1})
+    assert calculate_available_volume(market_book, Side.BACK, 1.05) == 4
+    assert calculate_available_volume(market_book, Side.BACK, 1.02) == 2