Green’s Dictionary of Slang

yankee v.

also come yankee over, play yankee with, yankee-bite
[SE Yankee, i.e. the poor reputation of New England businessmen and lawyers + come over v.1 /SE play]

to cheat, to drive a hard bargain.

in C. Cist Cincinnati (1841) 177: I ginerally yankees them once a month, and they stand that like lambs [DA].
[US]W.G. Simms Guy Rivers I 65: Jared Bunce goes about, living on everybody, and coming Yankee over everybody.
G. Powers Historical Sketches of the Coos Country 202: He thought, if they were disposed to play Yankee with him, he would take a game with them at that.
[US]Bartlett Dict. Americanisms (2nd edn) 220: To Jew a person, is considered, in Western parlance, a shade worse than to ‘Yankee’ him .
[US]Congressional Record 30 Mar. 3366/1: Now I will play Yankee with my friend. [...] I will answer his question by asking another [DA].
[US]J.W. Carr ‘Words from Northwest Arkansas’ in DN III:i 101: Yankee-bit, pp. Cheated, swindled. ‘I got Yankee-bit.’.
Botkin Treasury New England Folklore 5: To yankee [...] meant to cheat .
[US]Maledicta III:2 174: Yankee over, come v phr Cheat. [Ibid.] yankee vi 1: Haggle, drive a hard bargain 2: Cheat, outsmart. [Ibid.] Yankee with, play v phr Cheat.