zhehaowang / sneaky

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

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Sneaky

Can we make money by buying sneakers low on one platform and selling high on another?

Sneaky is a prototype with multi-venue feed, price-margin-based strategy and history / volume / volatility analytics tooling for trading sneakers on consignment stores and exchanges.

Sneaky系统从多个平台 (毒app,StockX) 抓取球鞋价格数据、存储,并决定哪些款式有合适的价差、volatility、volume,提供倒卖建议。

For research / study purposes only.

What to expect

  • Feed

    • Scrapes venues for current price listing and historical transactions.
    • Three main modes of operation:
      • Query: given search terms, scrape models on a venue, record static information (e.g. style ID, title, release date, product ID / URL query key on the venue, feed/static_info_serializer.py).
      • Update: given static info produced by query, dump current price readings and transactions since the last update to local file system (feed/time_series_serializer.py).
      • Study: given style ID and size, query a venue for current listing prices and historical transactions data.
    • Venues:
      • Du (feed/du_feed.py, fully implemented): scrapes Du WeChat app for product detail and transaction history.
      • StockX (feed/stockx_feed.js, fully implemented): scrapes StockX (web service) for current best bid and offer.
      • Flightclub (flightclub/, on v1): scrapy-based crawler to parse sell prices from FlightClub webpage.
      • Goat (not implemented).
      • Ebay (not pursued, low match rate and lack of authenticity guarantee would greatly hurt automation).
  • Strategy

    • Given time series data feed produced and a configurable set of options, print the most lucrative models for purchase (strategy/strategy.py).
  • Analytics

    • Given time series data and a model, print stats or plot historical transactions (feed/du_analyzer.py).
  • Model of operation

    • Run query every month / year to account for new releases and potential changes in (StyleID, platform-specific ID) map.
    • After scraping static info from multiple venues, run a join to produce items for which we have data on multiple venues (feed/csv_merge.py)
    • Cron update everyday to produce a sample of today's prices and record transactions since yesterday.
    • Run strategy whenever you want to see its recommendations based off of currently recorded readings.
    • Before making a purchase, run analytics to double check its volume, volatility and historical transaction prices.

How to run

  • Dependencies
  • Create credentials
  • Feed
# Du product details => du.mapping.{now}.csv
./du_feed.py --mode query --kw ../stockx/query_kw.txt --pages 20

# StockX product details => stockx.mapping.{now}.csv
# This is recommended to circumvent an antibot mechanism enforced by StockX
./stockx_query.sh

# Merge
./csv_merge.py --output merged.20191225.csv stockx.20191225.csv du.mapping.20191221-150959.csv 

# Du current listing and historical transactions => data/{model}/{size}.json
./du_feed.py --mode update --start_from merged.20191225.csv --transaction_history_date 20190801 --transaction_history_maxpage 20 --min_interval_seconds 3600

# StockX current listing and historical transactions => data/{model}/{size}.json
# This is recommended to circumvent an anti-bot mechanism enforced by StockX
./stockx_update.sh merged.20191225.csv
  • Strategy
# Time series price/transaction data data/{model}/{size}.json => recommendations
./strategy.py --start_from ../feed/merged.20191225.csv
  • Analytics
# plot Du historical transaction prices
./du_analyzer.py --style_id 881426-009 --size 7.0 --mode plot

# produce Du historical transaction statistics
./du_analyzer.py --style_id 881426-009 --size 7.0 --mode stats

Sample outputs

Strategy prints its recommendation and key stats.

310810-022 8.0 41.0
air-jordan-13-retro-low-chutney , Air Jordan 13 Retro Low Chutney
Release date:           2017-06-10 23:59:59
  du listing price:     2009.00 CNY 287.17 USD
  du transaction price: 2009.00 CNY 287.17 USD
  du transaction time:  2019-12-25T03:20:56.453461Z
  stockx bid:           147.00 USD
  stockx ask:           160.00 USD
  stockx annual high:   188.00 USD
  stockx annual low:    111.00 USD
  stockx volatility:    0.11
  stockx sale last 72h: 0
  profit ratio (bid to last): 37.68 %
  profit value (bid to last): 66.30 USD
  profit ratio (mid to last): 32.77 %
  profit value (mid to last): 59.80 USD
  profit ratio (ask to last): 28.21 %
  profit value (ask to last): 53.30 USD
  Du Transactions:
    First Date:       2019-08-03T03:21:02.509691
    Number of Sales:  8
    Sales / Day:      0.06
    High:             2019.00 CNY 288.60 USD
    Low:              1259.00 CNY 179.96 USD
    First:            1469.00 CNY 209.98 USD
    Last:             2009.00 CNY 287.17 USD
    Average:          1691.50 CNY 241.78 USD
    Stdev:            273.30 CNY 39.07 USD
  Plot command: ./du_analyzer.py --style_id 310810-022 --size 8.0 --mode plot
...

Analytics produce stats and historical transaction prices plot.

Historical transaction prices

Feed gathers static product details.

| style_id   | du_product_id | du_title                                       | release_date | stockx_gender | stockx_url_key                            | stockx_retail_price |
| ---------- | ------------- | ---------------------------------------------- | ------------ | ------------- | ----------------------------------------- | ------------------- |
| 308243-142 |         1,210 | Air Jordan 12 Retro White Univ Blue (2004) 女款  | 2004.02.14   | women         | jordan-12-retro-white-univ-blue-2004-gs   |                 135 |
| 553560-125 |        56,086 | 【吴亦凡同款】Air Jordan 1 Low Court Purple (GS) 黑紫脚趾 | 2019.04      | child         | nike-air-air-jordan-1-low-court-purple-gs |                  75 |
| 834011-141 |         4,018 | Air Jordan 16 OG Midnight Navy (GS)            | 2001.03.24   | child         | air-jordan-16-og-midnight-navy-gs         |                 250 |

And price, transaction readings.

{
  "du": {
    "prices": [
      {
        "time": "20191225-210334",
        "bid_price": 211900,
        "ask_price": null
      },
      ...
    ],
    "transactions": [
      {
        "price": 336900,
        "time": "2019-11-07T21:03:34.791482",
        "id": "ada3faa5c5f8ed86ff12dfe2a16fd482"
      },
      {
        "price": 329900,
        "time": "2019-10-26T21:03:34.791569",
        "id": "4d95b696577b974a965a1ced6f1bd397"
      },
      ...
    ]
  },
  "stockx": {
    "prices": [
      {
        "time": "2019-12-27T02:41:39.802Z",
        "bid_price": 277,
        "ask_price": 450,
        "annual_high": 420,
        "annual_low": 245,
        "volatility": 0.105128,
        "sale_72_hours": 0
      },
      ...
    ]
  }
}

Lessons, progress, and TODO

Tracked in issues. Some interesting items:

License: GNU Lesser General Public License v3.0

Credits

Contact

Zhehao Wang wangzhehao410305@gmail.com

About

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

License:GNU Lesser General Public License v3.0


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