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docs: update ROADMAP.
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nkaz001 committed Aug 8, 2024
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Currently, the Rust implementation is being more actively developed especially for new features.

## Python
* [X] Rust implementation as the backend. (WIP)
* [X] Rust implementation as the backend.
* [X] Improve performance reporting tools.
* https://github.com/ranaroussi/quantstats
* https://www.prestolabs.io/research/optimizing-risk-adjusted-return-in-constructing-portfolios-of-alphas
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## Rust

### Backtesting
* [X] Level 3 Market-By-Order backtesting (unstable_l3).
* [X] Data fusion to provide the most frequent and granular data using different streams with different update frequencies and market depth ranges (unstable_fuse)
* [X] Level 3 Market-By-Order backtesting. ``unstable_l3``
* [X] Data fusion to provide the most frequent and granular data using different streams with different update frequencies and market depth ranges. ``unstable_fuse``
* [ ] Adjust feed and order latency for exchanges located in different regions if the original feed and order latency data was collected at a different site.
* [ ] Additional queue position model or exchange model.
* [X] A vector-based implementation for fast L2 market depth within the specified ROI (range of interest).
* [ ] Add fee model: fee per trading value (current), fee per trading quantity, fee per trade, and different fees based on the direction.
* [X] Add fee model: fee per trading value (current), fee per trading quantity, fee per trade, and different fees based on the direction. (@roykim98)

### Live
* [ ] Support Level 3 Market-By-Order for Live Bot.
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* https://developers.binance.com/docs/binance-spot-api-docs/README
* https://developers.binance.com/docs/derivatives/coin-margined-futures/general-info
* https://developers.binance.com/docs/derivatives/option/general-info
* [X] Bybit (MVP)
* [X] Bybit ``MVP``
* https://bybit-exchange.github.io/docs/v5/intro
* [ ] OKX
* https://www.okx.com/docs-v5/en/
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