Provide alternate event emission schema
alnoki opened this issue · comments
alnoki commented
Per @qdrs:
- New order placements have a
NewOrderEvent
- Order updates (size or price changes) generate an
OrderUpdateEvent
- Order cancellations generate an
OrderCancelEvent
- When an order is matched:
- An
OrderUpdateEvent
to show size changes - A
FillEvent
including a field for how much remaining size is on order
- An