Rust-v0.3.1
A significant amount of refactoring has been done. Many backtesting APIs are now stabilized. One major change is the unification of L2 and L3 events to provide more streamlined APIs. Unfortunately, this induces changes to the data file structure, requiring raw data to be processed into normalized data again. Please see the Data Preparation for the conversion.
Thanks to
@ian-wazowski
@roykim98
@d23rojew
@WannabeBotter
@dogfood1