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download orderbook data #1324

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Job	Run time
build (windows-latest, 3.7)	42m 3s
build (windows-latest, 3.8)	23m 54s
build (ubuntu-20.04, 3.7)	16m 9s
build (ubuntu-20.04, 3.8)	30m 51s
build (ubuntu-22.04, 3.7)	16m 12s
build (ubuntu-22.04, 3.8)	15m 39s
build (macos-11, 3.7)	1h 3m 27s
build (macos-11, 3.8)	45m 39s
build (macos-latest, 3.7)	26m 33s
build (macos-latest, 3.8)	21m 10s
	5h 1m 37s