history / goal / roadmap: feed + strategy

zhehaowang / sneaky

Feed and strategy for cross-venue Sneakers trading (Du, StockX).

GNU Lesser General Public License v3.0

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history / goal / roadmap: feed + strategy #34

Closed zhehaowang closed 4 years ago

zhehaowang commented 5 years ago

If we implement #31, we can

combine feed and strategy into one binary,
have a stream of sampled data, and
a reasonable enough scoring mechanism

s.t.

given a risk configuration (maxpos, flatvalue)

the binary can

find optimal models to allocate asset on
automatically place bids, or provide a human with high level stats and ask for confirmation

A human only needs to configure the allocation, approve the program's decisions, and ship the shoes out.

zhehaowang commented 4 years ago

Feed and strategy in one binary seems a bad idea. We now share some IO / logic components instead. We should describe the current architecture, but otherwise the proposal here is revamped and implemented.