Sample code for properly constructing the limit order book

[drixie]

Nothing exists in this github repo and the documentation page here - https://docs.databento.com/examples/order-book/limit-order-book

[threecgreen]

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.