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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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feedv2: unify time representation, records sorting, fetch du ask_price in update mode, clarify du bid_price in update mode #47

Closed zhehaowang closed 4 years ago

zhehaowang commented 4 years ago

Both js and python should use iso8601.

zhehaowang commented 4 years ago

we observed that there can be huge discrepancy in feedv2's du listing price vs last transaction price. Is the first a mid or a best bid? need to clarify.

zhehaowang commented 4 years ago

we observed that there can be huge discrepancy in feedv2's du listing price vs last transaction price. Is the first a mid or a best bid? need to clarify. It seems a best bid. We are bringing in 'list_price' as well to see if it's any better.

Also ask_price is not available in du response.

zhehaowang commented 4 years ago

This is addressed in 4223acbc4069491e90aaeef33498a3111dd2e42f.

We did not think too hard on timezones and assumed the historical transactions we got from du is in utc (they are only accurate to days anyway).