Closed drixie closed 10 months ago
We will add a full limit order book implementation for Python first, followed by Rust.
In the meantime we have the order tracking example which shows how to use each of the action
variants. Currently, this example is only in Python, but we'll be deploying a Rust version next week.
Nothing exists in this github repo and the documentation page here - https://docs.databento.com/examples/order-book/limit-order-book