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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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strategyv2: work with output of feedv2 #46

Closed zhehaowang closed 4 years ago

zhehaowang commented 4 years ago

An initial version is implemented in 55fea981dd3393d410325a2a737884de6cf1e3bb. We should address sorted-ness issue on feed side and double check sizing to ready feed for production.