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October 3rd, 2013, 12:37 PM
#3
I want to implement a full order book for LSE instruments so I have a buy/sell orders table.
My application show the last received order and two tables one for buy orders and the other for sell orders.
When a client suscribe an instrument, I send a snapshot with the full order book as a string and then with javascript I fill the tables sorting by price.
Then I only receive orders and with javascript I repaint the tables.
But if a new client suscribe to the same instrument I dont receive the snapshot, I only receive the last order so I cant fill the tables.
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