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Orderbook parsing #2

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kpei opened this issue May 15, 2018 · 0 comments
Open

Orderbook parsing #2

kpei opened this issue May 15, 2018 · 0 comments

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@kpei
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kpei commented May 15, 2018

Hi Cliff Lin, not necessarily a bug or issue but is the current orderbook update method the fastest way to update the bid and ask levels? are you aware of any other methods that can speed up computation?
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