}//StoreOrder()
//
//
//
#endregion // order update handlers
#region Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
//
//
// *****************************************************
// **** Try Create New Book() ****
// *****************************************************
private bool TryCreateNewBook(TT.InstrumentKey ttKey, out OrderBookTT book)
{
book = null;
InstrumentName name;
TT.InstrumentDetails details;
if (m_Market.TryLookupInstrument(ttKey, out name) && m_Market.TryLookupInstrumentDetails(name, out details))
{ // Market knows this instrument already.
Log.BeginEntry(LogLevel.Minor, "TryCreateNewBook: Creating book.");
book = new OrderBookTT(this, name); // Create book.
double minTickSize = Convert.ToDouble(details.TickSize.Numerator) / Convert.ToDouble(details.TickSize.Denominator);
book.MinimumPriceTick = minTickSize;
if (m_Books.TryAdd(book.m_InstrumentName, book))
{
m_TTKey2Name.TryAdd(ttKey, book.m_InstrumentName);
Log.AppendEntry(" New book created {0}.", book);
Log.EndEntry();
return(true);
}
else
{
Log.AppendEntry(" Failed to add book to Books.");
Log.EndEntry();
return(false);
}
}
else
{ // Market doesnt know this instrument yet.
Log.NewEntry(LogLevel.Minor, "TryCreateNewBook: Market instrument unknown. Requesting details from market for {0}.", TTConvert.ToString(ttKey));
m_Market.RequestInstruments(ttKey); // request to look it up.
return(false);
}
}//TryCreateNewBook()
