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Market Making Strategy?

Hi, I'm new here.

I have a few of questions:

1) Is is possible to create and backtest market making strategy with limit orders here? If so do you have an example strategy in c#?
2) Can I do trading decisions on tick data? or at least 1 second intervals?
3) Do you provide access to Level 2 order books?
4) Can I use my own .net dlls with this? 

Thank you,

Rob the Quant

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1) You can place the limit order with LimitOrder(symbol, quantity, limitPrice). Please see this C# example

https://github.com/QuantConnect/Lean/blob/a512f0a110bd103199c8ba6fe9a6994460905008/Algorithm.CSharp/OrderTicketDemoAlgorithm.cs#L143

2) You can use the tick data with AddEquity(symbol, Resolution.Tick). In OnData(Slice data), ticks = data[symbol] will give you a list of tick objects. Each object has property Price. If you use Tick resolution, OnData() is still called every second. Trading decisions are based on the second time interval.

3) We provide trade data for equity and quote data for options, futures, and forex. No order book data available at this time. You can check all the available data in the data explorer

https://www.quantconnect.com/data/tree

4) No, we only support the libraries noted in the Docker Lean Foundation.

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