Is backtest mode support microseconds history data ? about ccapi HOT 4 CLOSED

For trades, it is tick data, the time_seconds will have a fraction part. For order book data, it is 1-second granularity. So far I haven't found time modify the backtest code to accommodate for less than 1 second granularity order book data which will be a major revision. Also the order book data that we can provide is 1 second so that we can keep the cost under control. Thank you for your interest in our repository.

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Thanks for reply!
Another three questions:
1、can I use 200ms trades tick data with 1-seconds orderbook for backtesting? or must be 1-second trade with 1-second book data?
2、why there's a limit for only can use 1-seconds orderbook for backtesting ? can you give me some advise about it ?
3、when live-trading , what's the data frequency? Is there still a limit for using a 1-second orderbook data?

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Thanks for reply! Another three questions: 1、can I use 200ms trades tick data with 1-seconds orderbook for backtesting? or must be 1-second trade with 1-second book data? 2、why there's a limit for only can use 1-seconds orderbook for backtesting ? can you give me some advise about it ? 3、when live-trading , what's the data frequency? Is there still a limit for using a 1-second orderbook data?

[1] uh, what do you mean by 200ms trades tick data? So trades tick data are tick data without any aggregation.
[2] If you use our market making app, then the backtest engine walk through the order book data in one-second clock ticks. If you have your own backtest engine, then any granularity will work. You'd just create a stream of Events in chronological order and walk through them one by one by calling processEvent(event).
[3] If you use our market making app, then the data frequency is 1 second. Otherwise if you really need order book tick by tick then https://github.com/crypto-chassis/ccapi/blob/v5.27.0/app/src/spot_market_making/config.env.example#L79.
Let me know whether the answers are satisfactory or not. If you have more questions, feel free to message me on https://discord.gg/b5EKcp9s8T.

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great! thanks for your advice!

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