Delegate OrderBookUpdatedHandler<T>

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

Namespace: OnixS.CmeMdHandler

Assembly: OnixS.CmeMdHandler.dll

Syntax

public delegate void OrderBookUpdatedHandler<T>(Handler handler, T book, long receivingTimestamp, long processingStartedTimestamp, DateTime sendingTime, uint packetSeqNum, DateTime tradeDate);

Parameters

Type	Name	Description
Handler	handler	Handler which caused event.
T	book	Order book.
System.Int64	receivingTimestamp	Packet receiving timestamp.
System.Int64	processingStartedTimestamp	Packet processing started timestamp.
DateTime	sendingTime	Packet sending time.
System.UInt32	packetSeqNum	Packet sequence number.
DateTime	tradeDate	Trade date.

Type Parameters

Name	Description
T	Book type.