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zhehaowang / sneaky

Feed and strategy for cross-venue Sneakers trading (Du, StockX).
GNU Lesser General Public License v3.0
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strategy: volume indication #23

Closed zhehaowang closed 5 years ago

zhehaowang commented 5 years ago

With du integrated, stockx's past trades may not be a good indicator for volume in Chinese market. We should try to extract more info from du / fc responses.

zhehaowang commented 5 years ago

https://github.com/zhehaowang/sneaky/commit/1fc8a1d2615506ef3b394d459531c4e91387ac45 should retrieve history from du. Now strategy needs to accommodate this.

zhehaowang commented 5 years ago

https://github.com/zhehaowang/sneaky/commit/2efc15bf3a00f342c8f23db29e91f3e86d0fd939 should have an initial version. It's not super smart but could serve as a starting point.