private void RemoveOldPrices(ChartValues <OrderBookPriceLevel> cv, List <OrderBookPriceLevel> pl)
{
var removePoints = cv.Where(v => !pl.Any(p => p.Price == v.Price)).ToList();
foreach (var point in removePoints)
{
cv.Remove(point);
}
}
public void UpdateChartValues(ChartValues <OrderBookPriceLevel> cv, List <OrderBookPriceLevel> pl, bool isAsk)
{
Func <OrderBookPriceLevel, OrderBookPriceLevel, OrderBookPriceLevel> f = ((p, n) =>
{
p.Quantity = n.Quantity;
return(p);
});
var removePoints = cv.Where(v => !pl.Any(p => p.Price == v.Price)).ToList();
foreach (var point in removePoints)
{
cv.Remove(point);
}
(from v in cv
join p in pl
on v.Price equals p.Price
select f(v, p)).ToList();
var addPoints = pl.Where(p => !cv.Any(v => v.Price == p.Price)).ToList();
var appendRange = new List <OrderBookPriceLevel>();
foreach (var point in addPoints)
{
for (int i = 0; i < cv.Count; i++)
{
if (isAsk)
{
if (point.Price < cv[i].Price)
{
cv.Insert(i, point);
break;
}
}
else
{
if (point.Price > cv[i].Price)
{
cv.Insert(i, point);
break;
}
}
if (i == cv.Count - 1)
{
appendRange.Add(point);
}
}
}
if (appendRange.Any())
{
if (isAsk)
{
cv.AddRange(appendRange.OrderBy(p => p.Price));
}
else
{
cv.AddRange(appendRange.OrderByDescending(p => p.Price));
}
}
}
