Add Orderbook Support to LEAN

Open jaredbroad opened this issue 8 years ago • 7 comments

Build a full order book using quote ticks, trades and make it available on the Crypto security type.

Jun 29 '17 00:06 jaredbroad

Are there any updates on when this will be completed?

Sep 05 '22 14:09 ajaye2

Closing this as its not top of priority right now -- and if when implemented would be done for the whole stack not just crypto.

Feb 15 '23 21:02 jaredbroad