EPAM B2BITS ICE Impact Handler C++
1.1.4
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Reasons why instrument resets its state. More...
#include <B2BITS_IceImpactEvents.h>
Public Types | |
enum | Type { rrSequenceNumber, rrSnapshot, rrSnapshotRestart, rrNaturalRefresh } |
Reasons why instrument resets its state.
When reset condition occurs, ApplicationListener::onInstrumentReset callback is called, which instructs the user to clear order books for an instrument; this action is needed if the user builds own order books, otherwise it can be skipped.