public void Add(Order order)
{
HashSet <Order> set;
int key = PriceHelper.GetLevelByPrice(order.Price, Side);
if (!grid.TryGetValue(key, out set))
{
set = new HashSet <Order>();
grid.Add(key, set);
}
set.Add(order);
}
public void Add(Order order)
{
lock (this)
{
SortedSet <Order> set;
int key = PriceHelper.GetLevelByPrice(order.Price, Side);
if (!_Grid.TryGetValue(key, out set))
{
set = new SortedSet <Order>(this);
_Grid.Add(key, set);
}
set.Add(order);
}
}
public void Change(double price, double size)
{
lock (this)
{
int key = PriceHelper.GetLevelByPrice(price, Side);
double value;
if (_Grid.TryGetValue(key, out value))
{
if (value + size < 0)
{
_Grid.Remove(key);
}
else
{
_Grid[key] = value + size;
}
}
}
}
public void Set(double price, double size)
{
int key = PriceHelper.GetLevelByPrice(price, Side);
if (size <= 0)
{
Grid.Remove(key);
}
else
{
Grid[key] = size;
}
}