// Store a new price update (use Symbol as key)
public void Update(PriceUpdate update)
{
if (m_map.ContainsKey(update.Symbol))
{
update.CopyTo(m_map[update.Symbol]);
}
else
{
m_map[update.Symbol] = new PriceUpdate(update);
}
}
public void CopyTo(PriceUpdate update)
{
update.Symbol = Symbol;
update.LastTradePrice = LastTradePrice;
update.LastTradeSize = LastTradeSize;
update.LastTradeTime = LastTradeTime;
update.Bid = Bid;
update.BidSize = BidSize;
update.Ask = Ask;
update.AskSize = AskSize;
update.TotalVolume = TotalVolume;
update.OpenPrice = OpenPrice;
update.HighPrice = HighPrice;
update.LowPrice = LowPrice;
update.ClosePrice = ClosePrice;
}
// Copy Constructor
public PriceUpdate(PriceUpdate update)
{
Symbol = update.Symbol;
LastTradePrice = update.LastTradePrice;
LastTradeSize = update.LastTradeSize;
LastTradeTime = update.LastTradeTime;
Bid = update.Bid;
BidSize = update.BidSize;
Ask = update.Ask;
AskSize = update.AskSize;
TotalVolume = update.TotalVolume;
OpenPrice = update.OpenPrice;
HighPrice = update.HighPrice;
LowPrice = update.LowPrice;
ClosePrice = update.ClosePrice;
}