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All,
I have verified that OnBookEvent() function will "acummulate" the number of events it occurs while it is still busy doing the tasks of last call....If for whatever reason it took a long time (for exemple a timeout). In such a case instead of simply being called once after the long task is done, it will be called precisely as many time as the cumulated number of events, in my case causing unecessary computational tasks... This is counter-intuitive to me, I believed the event was simply a notification of change.
Is there a way to disable this behavior?
Thanks for your comments.
Regards