How to Get BUFF163 Price History with an API

BUFF163 (NetEase) is the second-largest CN marketplace. Prices track YouPin closely; divergence between BUFF and YouPin history often signals arb windows.

Hourly vs daily. Use resolution=hourly for short-range intraday charts (max ~100 days per request). Use resolution=daily (default) for multi-year backtests and trend analysis. Listing prices are sampled roughly every hour and rolled into daily closes.

Listing history ≠ sales. History tracks listing-price snapshots over time, not every completed trade. Confirm big moves with market sales.

Doppler: Request history per market_hash_name. Phase-specific items may need phase-aware names or separate handling — see Doppler guide.

Missing days: Gaps mean no snapshot stored — interpolate carefully in ML models.

Plot BUFF and YouPin on the same chart (convert to one currency):

1. Align dates.
2. spread = buff_price - youpin_price in CNY.
3. When spread exceeds historical 90th percentile → arbitrage bot candidate.

1. Open Browse Skins
2. Search item → open skin detail
3. View multi-market history chart (BUFF, YouPin, Western markets)

Faster than building matplotlib for ad-hoc research.

# Load buff + youpin history JSON arrays
# For each day: signal = buff_close - youpin_close
# Simulate: buy cheap market, sell expensive (minus fees)
# Requires: fee model, FX if reporting USD

Pair with historical CS2 guide for other markets.