what's your plan on orderbook?
qingtiandalaoye opened this issue · comments
will you add more algo on the order book to reproduce the ask5,...ask1,bid1,...bid5?
not sure what you mean by this? The orderbook is available at my repo which I haven't managed to update in a while. The intention is to add algos but I probably need to tighten up the implementation for the orderbook as its a bit processor heavy.
orderbook has now been removed as it was not well implemented and causing a headache. It will be looked at again in the near future.