I have been using C# RFA on MMT_MARKET_PRICE for long.
Recently I have started to do some work on MMT_MARKET_BY_ORDER.
Upon Process Event, I see that I received Map objects containing MapEntry. All MapEntry Actions are Add/Update/Delete, which is quite close to what I expect.
May I know if there is any documentations/tutorials on handling MMT_MARKET_BY_ORDER messages, so that I can build the orderbook based on the Map?
Thank you very much.