Order Book and Trade History
I would like to have access to an Order Book and Trade History, similar to what is available on a real exchange, but based on historical data. This would significantly enhance my learning process by allowing me to:
Experience what it feels like when trades are occurring around me.
Identify liquidity in the order book.
Place limit (pending) orders directly in the order book
Develop and test strategies based on actual market behavior.
If you have any suggestions or comments on how to improve these features, please feel free to share them!
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