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June 9th, 2015, 05:19 AM
#1
Full Market Depth with Lightstreamer, Delete Command
Hi
in the below link, Full Market Depth with Lightstreamer Is Presented.
http://blog.lightstreamer.com/2015/04/market-depth-with-lightstreamer.html
But i have a Problem with Delete Command.
According to our messages' document ,our Trade engine publish three kind of delete message .
I want to know is it possible to implement them with Lightstreamer?
These message are:
1- Deletion of a precise order (the order specified in the message).
2- Deletion of all previous orders in the specified side (all better orders from the specified order in the message according to FIFO).
3- Deletion of all orders (both sides).
Thanks.
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