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lcsrodriguez / lob

L2 data generator - Limit Order Book reconstruction project

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high-frequencyl2-datalimit-order-booklobquotes

L2 data generation/Limit Order Book flow construction

Overview

Getting started

Architecture

# Tree

License

MIT

About

L2 data generator - Limit Order Book reconstruction project

high-frequencyl2-datalimit-order-booklobquotes

Languages

Language:Python 100.0%