Dear Chief Architect,

Please do consider the following screen shorts, and please add more functionalities to Zorro that will enable like the following utility as this is very beneficial to High Frequency Traders, and which exist in most hedge funds, and High Finance Institutions.
These functionalities are most essential for HFT, and Machine Learning applied to HFT. If, even some of the methods, and functions will be added, it would improve the popularity of Zorro Project.


Thank you,
ZorroGPT

The screens look interesting. But I see no connection to HFT. They appear only to visualize the order book. This is useful for manual trading, but for automated trading you have already access to the order book.

Sometimes, visual representation enables solving high order problems more intuitively. With greater ease.