How can I backtest on orderbook snapshots?

[csstats23]

Hi,

I have CSV files of orderbook snapshots (each line in the CSV has bid_price, ask_price, bid_amount, ask_amount for 10 levels, along with a timestamp). How can I backtest on these orderbook snapshots?

I tried to adapt the Backtest example in the docs (https://docs.nautilustrader.io/guides/backtest_example.html)
by making it so the parser() method yields a OrderBookSnapshot instead of a QuoteTick. Unfortunately running the engine produces the following error:

nautilus_trader/config/backtest.py", line 277, in json_encoder
raise TypeError(f"Objects of type {type(x)} are not supported")
TypeError: Objects of type <class 'type'> are not supported

Thank you