The event PositionClosingSuccessEvent notifies the robot of a successful position closure. It passes the object of the position that has been closed as a message.
The MarketDepthUpdateEvent informs subscribers about changes in the order book data and sends out a MarketDepth object, which is indeed the aggregated order book.
The ChangeOrderPrice method changes the price of an order on the exchange without withdrawing it, which is much faster than first withdrawing the order and then placing a new one.