Getting Best/Current BID & ASK price into a strategy

[travislwilson]

So after going over a few exchange API documentation and looking at how Gekko gets its data from the exchange. Getting ask/bid price historically does not seem possible from the exchange its self. So the only way I can see this being possible is to write my own program that uses a web socket to fill a database with ticker data and then change Gekko's martketFetcher code to grab data from my program/database instead of the exchange so I would only be able to use the data that I've collected to do backtesting.
Does this sound about right askmike?