forwardToDetailedString Method    Table of ContentMarketByPriceBookBase(T) Classforward
MarketByOrderBookChangedHandler Delegate
Encapsulates a method which is called when order book was changed.

Namespace:  OnixS.CmeMdHandler
Assembly:  OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)
Syntax
C#
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public delegate void MarketByOrderBookChangedHandler(
	Handler handler,
	MarketByOrderBook book,
	int securityId,
	Side side,
	BookChangeType bookChangeType,
	decimal quantity,
	decimal price,
	ulong orderPriority,
	ulong orderId,
	DateTime sendingTime,
	uint packetSeqNum,
	IFieldSet dataBlocks
)

Parameters

handler
Type: OnixS.CmeMdHandler.Handler
Handler which caused event.
book
Type: OnixS.CmeMdHandler.MarketByOrderBook
Order book.
securityId
Type: System.Int32
Security ID.
side
Type: OnixS.CmeMdHandler.Side
Side.
bookChangeType
Type: OnixS.CmeMdHandler.BookChangeType
Book change type.
quantity
Type: System.Decimal
Quantity.
price
Type: System.Decimal
Price.
orderPriority
Type: System.UInt64
Order priority.
orderId
Type: System.UInt64
Order id.
sendingTime
Type: System.DateTime
Packet sending time.
packetSeqNum
Type: System.UInt32
Packet sequence number.
dataBlocks
Type: OnixS.SimpleBinaryEncoding.IFieldSet
Fieldset which contains event data.
See Also