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I've been implementing for a while a system that allows to run a bot against a "betfair-like" exchange that "replays" historical markets.
The aim is to be able to quickly check the goodness of a new strategy and that the bot is implementing it without errors.
The system is still quite primitive but it may be already of some help. Does somebody want to try it and affect the way it will evolve? If so, please add a comment or send me a private message,