Better tracking of out-of-order executions #57
Description
When many events occur at the same time, the limit order book might detect executions that are out of order if the order of the messages isn't in line with price-time priority.
Currently, we are tracking those issues in the limit order book by keeping track of these errors and skipping them if the "first in line" order is getting an execution at the same time. However, we are still seeing errors, at least in ITCH 4.1. It is possible that additional messages are also occurring at the same timestamp, such as an order delete or an add order. Since we do not have any logic to handle cached out-of-order execution exceptions for those events, it is possible that we are raising exceptions that are simply out-of-order messages at the same timestamp.