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docs: update the ROADMAP.
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nkaz001 committed Sep 22, 2024
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### Backtesting
* [X] Level 3 Market-By-Order backtesting.
* [X] Data fusion to provide the most frequent and granular data using different streams with different update frequencies and market depth ranges. ``feature: unstable_fuse``
* [X] Data fusion to provide the most frequent and granular data using different streams with different update frequencies and market depth ranges. (WIP: ``feature: unstable_fuse``)
* [X] Adjust feed and order latency for exchanges located in different regions if the original feed and order latency data was collected at a different site.
* [ ] Additional queue position model or exchange model.
* [X] A vector-based implementation for fast L2 market depth within the specified ROI (range of interest).
* [X] Add fee model: fee per trading value (current), fee per trading quantity, fee per trade, and different fees based on the direction. (@roykim98)
* [X] Parallel loading: Load the next data set while backtesting is in progress.
* [ ] Add a modify order feature.

### Live
* [ ] Support Level 3 Market-By-Order for Live Bot.
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* [ ] Example demonstrating latency-aware actions.
* [ ] Example demonstrating the volume clock/event clock using `wait_next_feed`.
* [ ] Example demonstrating the cross-market market-making.
* [ ] Fair value pricing from the perspectives of statistical arbitrage and optimal execution.
* [ ] Market making with alpha from the perspectives of statistical arbitrage and optimal execution.
* [X] Queue-position-based market making for large-tick assets.
* [X] Update the existing examples to align with version 2.0.0.
* [X] Update the existing examples to align with version 2.0.0.

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