Delegate MarketByOrderBookChangedHandler

Encapsulates a method which is called when order book was changed.

Namespace: OnixS.CmeMdHandler

Assembly: OnixS.CmeMdHandler.dll

Syntax

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

Type	Name	Description
Handler	handler	Handler which caused event.
MarketByOrderBook	book	Order book.
int	securityId	Security ID.
Side	side	Side.
BookChangeType	bookChangeType	Book change type.
decimal	quantity	Quantity.
decimal	price	Price.
ulong	orderPriority	Order priority.
ulong	orderId	Order id.
DateTime	sendingTime	Packet sending time.
uint	packetSeqNum	Packet sequence number.
IFieldSet	dataBlocks	Fieldset which contains event data.