Features updated:
- Market data feed
- Allow the client to receive a snapshot of the LOB
- Update the client with the static price reference after each trading session
- Data output quality
- Improve accuracy of trade execution times in the data output
- Assign IDs of trades to be the IDs of the limit orders against which they were executed
- Bug fixes
- Fix market data timeouts
- Fix the processing of crossing LOs in the continuous trading session
- Fix a few unit tests
- Fix order cancel functionality in client