zhehaowang / sneaky

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

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feedv2: DB-ify

zhehaowang opened this issue · comments

Updating / reading 20K files in 1.6K folders and each time decoding and encoding the whole file might be inefficient at some point (!). We should look into transitioning to a DB-based (data warehouse / columnar) solution.

The hope is that the barrier was strong enough to ease this transition.

Should we do this before or after cloud deployment?

Probably the best approach will be two / three csvs for each?