Need help for this query. thanks in advance
We are using RFA 8.1 C++ API to consume depth data using MBP domain [Market By Price].
When we receive DELETE instruction we receive only OrderID. Side is not mentioned.
Order ID are received in given format
MapEntry Action -> DELTE [ ORDER_ID] -> 1668520581231622381_1481511_1
MapEntry Action -> DELTE [ ORDER_ID] -> 1668521395460227680_1481511_1
from these we cannot decide which side we have received it for Ask or Bid.
Are the Order ID's guarantied to be unique across both Bid and Ask Side?
So that we can search for OrderID in both our local Ask Levels and Bid Levels and delete level corresponding to that order ID.