zhehaowang / sneaky

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

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accounting: analysis on previous iteration. post-trade-analysis script?

zhehaowang opened this issue · comments

We want to answer the question: given what we have now, were the previous buys reasonable? How much we should price them at now?

This post-trade-analysis feature will be useful.

One sample post-trade-analysis on BQ6623-800.
Basically, we bought when du's price was almost highest and got rekt. For reference, our target sell px is 1200, making a $10 profit.
We could have made it before Sep, but it seems we listed too late and things only got worse from there.

BQ6623-800 9 5

This in implemented in 928b499 and for now as part of du feedv2.
In the longer term it probably makes sense to split this as well as DuFeed out.

I am concerned that this pattern where we buy at high but when shoes arrive in china the price drops. may be we should make the profit margin lager to handle this issue