A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures
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refactor(rust): remove the `Q` generic type dependency in `Order`. #83
refactor(rust): remove the Q generic type dependency in Order, which is needed for additional queue estimation data, because it complicates backtesting across multiple exchanges that use different models. Instead, use `Box`` to store the additional data, eliminating the type dependency.
refactor(rust): remove the`` to store the additional data, eliminating the type dependency.
Qgeneric type dependency inOrder, which is needed for additional queue estimation data, because it complicates backtesting across multiple exchanges that use different models. Instead, use `Box