Architecture Diagram: https://excalidraw.com/#room=5be369b044c8e2e4ae94,rekyHKkC_I2j4rcKaa9hGA
This example will stream binance data and write it to files in the data folder (might need to create it):
barter-data-rs/examples/order_books_l2_streams.rs:
cargo run -p barter-data --example order_books_l2_streams
Once you have some data files, you can use them here to run a backtest (WIP)
barter-rs/examples/engine_with_historic_book.rs
cargo run -p barter --example engine_with_historic_book
This is where I strated pulling some guts to the serface in hopes of simplifying the architecture a little bit
barter-data-rs/examples/order_books_l2_refactor.rs