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Adding orderbook #2

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arunavo4 opened this issue Jun 21, 2018 · 1 comment
Open

Adding orderbook #2

arunavo4 opened this issue Jun 21, 2018 · 1 comment

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@arunavo4
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Would you like to integrate an orderbook with a depth of 5 orders each for bid and ask price. I guess that will increase the accuracy of the bot.

@evanatyourservice
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I have also thought about this. I am wondering if showing the agent several layers of the order book will benefit it or not, it needs to be experimented with. I think a good start would be to at least show the agent tick data every second or half-second, or the most recent trades with volume.

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