Format of input

[gideon-teo]

Hello Dunetz,
Thank you for your amazing work and results.
May I know the format of your inputs into the model? Is it
1)
{price_ask_0, size_ask_0, price_bid_0, size_bid_0, price_ask_1, size_ask_1, price_bid_1, size_bid_1, ... price_ask_10, size_ask_10, price_bid_10, size_bid_10}
or
2)
{price_ask_0, size_ask_0, price_ask_1, size_ask_1,...price_ask_10, size_ask_10, price_bid_0, size_bid_0, price_bid_1, size_bid_1, ... price_bid_10, size_bid_10}
or some other format?
And for which of your models in the your notebooks have you included the handcrafted features? Thank you.