Market depth in backtesting

Created at 11 Feb 2025, 15:59
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AlgoWarrior's avatar

AlgoWarrior

Joined 04.09.2024

Market depth in backtesting
11 Feb 2025, 15:59


Hi all,

I'm developing a cbot based on market depth, 

in backtesting the entries counts are always 0, it seems like history of order book is not available in backtesting, do you you any solution or workaround?


@AlgoWarrior