Delegate TopOfTheOrderBookUpdatedHandler<T>

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

Namespace: OnixS.CmeMdHandler

Assembly: OnixS.CmeMdHandler.dll

Syntax

public delegate void TopOfTheOrderBookUpdatedHandler<T>(Handler handler, OrderBookType bookType, ISecurityDefinition security, T bestBid, T bestAsk, long receivingTimestamp, DateTime sendingTime, uint packetSeqNum, DateTime tradeDate);

Parameters

Type	Name	Description
Handler	handler	Handler which caused event.
OrderBookType	bookType	Order book type.
ISecurityDefinition	security	Security.
T	bestBid	Best bid price level.
T	bestAsk	Best ask price level.
System.Int64	receivingTimestamp	Packet receiving timestamp.
DateTime	sendingTime	Packet sending time.
System.UInt32	packetSeqNum	Packet sequence number.
DateTime	tradeDate	Trade date.

Type Parameters

Name	Description
T	Price level type.