Thu May 28 22:10:45 2020
<5547a085> A while back, I was having a conversation with <@U8F8V823B>, and i had the thought that I could create synthetic orderfill just like the csv/json in this repo by watching the orderbook depth at a high frequency (~1s, 5s, 10s), and then plotting what gets filled with some level of accuracy to the real thing