Frequently Asked Questions

What's the difference between 'Book Changed' and 'Book Updated' events?

A: If you subscribe to the Book Updated, you'll always have a consistent book. Book Changed callbacks are designed for those who want to build and maintain books by themselves. Book Change is an elementary action over the order book and usually there're multiple changes inside single Market Update (702) Message. For this reason, book may not be valid between two changes. Only when all the changes are processed from the single message, book is considered as valid. Book Updated callbacks are called exactly at a time when all changes are processed and book appears to be valid and up-to-date.

For more information Building and Maintaining Books by Yourself topic.

Does the marketInfo.bestBid / bestOffer get updated on implied book changes?

A: No. The Best Bid/Offer is the best explicit buy or sell price. onImpliedBookUpdated() event should be to check best implied price.