private void ProcessBuyAddOrder(long level, double price, long quantity)
{
lock (BuyOrders)
{
var order = new Order(quantity, price, level);
foreach (var buyOrder in BuyOrders)
{
if (buyOrder.Level >= level)
buyOrder.Level++;
}
BuyOrders.Add(order);
}
}
private void ProcessSellAddOrder(long level, double price, long quantity)
{
lock (SellOrders)
{
var order = new Order(quantity, price, level);
foreach (var sellOrder in SellOrders)
{
if (sellOrder.Level >= level)
sellOrder.Level++;
}
SellOrders.Add(order);
}
}
