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mjuchli / ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning
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[Framework] Order book event data #2

Closed mjuchli closed 6 years ago

mjuchli commented 6 years ago

Accumulate order book event data and create import function in order to generate an Orderbook.

mjuchli commented 6 years ago

Collector running: https://gist.github.com/backender/fa2d5bd549bb80ff1f67340be8d19eb1