Feature/create-orderbook-metrics

IteraLabs / atelier

A Computational Framework/Engine for Market Microstructure High Frequency Modeling, Synthetic Simulation and Historical Market Reconstruction/Replay

https://www.iteralabs.ai

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Closed IFFranciscoME closed 2 months ago

IFFranciscoME commented 2 months ago

With this PR we can close #11 ,

Added metrics where all specified in the #11 .
The structs within the src/data/market.rs had an expansion of the traits to implement. In order to expand base capabilities.
Some changes in formatting where introduced in this PR as well. There is a growing need to define, once and for all, the formatting criteria besides the defaults in cargo fmt.