pro_replay
Replay an orders CSV against a synced market dataset to generate fills and slippage statistics for backtest validation.
Instructions
(Deptho Pro) Replay an orders CSV (time, side, qty) against a dataset made by pro_sync (the name it returned, e.g. "BTCUSDT-aggTrades"), straight off the memory-mapped columns. Same output as replay_orders.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| dataset | Yes | ||
| fills_csv | No | ||
| orders_csv | Yes |