Add message counting and last trade information

[MarcoAndreaBuchmann]

This PR adds:

• message counting: number of create messages sent, number of modification messages sent, number of cancellations sent
• last trade information: price and size

The number of messages allow us to compute the fraction of canceled quotes, which is important for some exchanges.

[nkaz001]

Thank you for your interest in contributing to this project.

In my view, accessing the last trade price and quantity is more of a sub-feature that can be easily implemented on the user side. But, if it’s really necessary to provide these functions, I think it would be better to return the value from trades vector when capacity is available, as this would allow for a more streamlined implementation.

Regarding the second point about providing the order request count, I agree that it could be useful since most crypto exchanges have strict rate limits. That said, I’m still considering whether there might be a better way to implement it, perhaps as an optional feature to avoid unnecessary computation, especially given that backtesting is already quite slow and we’ll also need to align the live bot for future implementation.

Lastly, I don’t see any necessity for the returned state to be mutable. The state should remain immutable, as users should not be able to modify it directly.