zhehaowang / sneaky

Feed and strategy for cross-venue Sneakers trading (Du, StockX).
GNU Lesser General Public License v3.0
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feed: more reasonable structure for rescraping: static-map sampling #31

Closed zhehaowang closed 4 years ago

zhehaowang commented 5 years ago

one way to facilitate market data study is to instead of rescraping all each time we run a scraper, keep the thing running all the time. When we get a quote we schedule an event one day later to get another get request for the same item one day later.

A few advantages of this way:

Static mapping (url we identified from each site that we would care about) could be scraped at a lower frequency. Each time we start we start by sending requests to those we have missed that last mark on, and works on scheduled events from there.

This unfortunately requires an overhaul of the current system. We should also consider the system more carefully with this.

zhehaowang commented 4 years ago

feed v2 was an overhaul of feed in favor of this approach: build a static mapping (cross reference from multiple sources) rarely. For each item in the static mapping, retrieve price snapshot and transaction history daily from all sources. Strategy reads the daily scraped data and makes recommendations.