Originally tracked as an inline TODO in island_model/qsh_parser.py. The current parser only handles the Deals stream (type 0x30). Quotes is the Level-2 order book stream and is required for any backtester that wants bid/ask spread features.
Acceptance criteria:
- Parse stream header type 0x20 alongside 0x30.
- Expose parsed Quotes as a separate data structure alongside Deals.
- Don't break existing Deals parsing (existing 55 tests must stay green).
- Add tests for the new Quotes branch with a minimal binary fixture.
Spec reference: QScalp file format v4 documentation.
Originally tracked as an inline TODO in island_model/qsh_parser.py. The current parser only handles the Deals stream (type 0x30). Quotes is the Level-2 order book stream and is required for any backtester that wants bid/ask spread features.
Acceptance criteria:
Spec reference: QScalp file format v4 documentation.