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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.
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.
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