0b01/tectonicdb

how to reconstruct orderbook

yurenji opened this issue · 2 comments

You mentioned in this blog post:
2018-04-23 17 17 23

In another post, you mentioned:
2018-04-23 17 18 22

I thought you always need a base snapshot to reconstruct the orderbook. Can you explain how to reconstruct with only the DFT data?

Thanks!

0b01 commented

thanks for the explanation!