8 ms·
By snapshots do you mean the entire orderbook in a specific point in time or the entire history that gets instiantiated?
by fibers 1y ago
By snapshots do you mean the entire orderbook in a specific point in time or the entire history that gets instiantiated?
- lordnacho 1y agoAt each point in time, the entire orderbook at that time. So you could replay the entire history of the book just by stepping through the rows.