Ejemplo n.º 1
0
        private void InsertIntoNonNullLevel(PriceLevel[] consolidatedDepth, PriceLevel impliedDepthLevel, int outrightDepth, int insertionPoint)
        {
            ShiftDepthLevelsDown(consolidatedDepth, from: outrightDepth, to: insertionPoint);

            impliedDepthLevel.CopyInto(consolidatedDepth[insertionPoint]);
        }
Ejemplo n.º 2
0
        private void InsertIntoNonNullLevel(PriceLevel[] consolidatedDepth, PriceLevel impliedDepthLevel, int outrightDepth, int insertionPoint)
        {
            ShiftDepthLevelsDown(consolidatedDepth, from: outrightDepth, to: insertionPoint);

            impliedDepthLevel.CopyInto(consolidatedDepth[insertionPoint]);
        }
Ejemplo n.º 3
0
 private void InsertIntoNullLevel(PriceLevel impliedDepthLevel, PriceLevel consolidatedDepthLevel)
 {
     impliedDepthLevel.CopyInto(consolidatedDepthLevel);
 }
Ejemplo n.º 4
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 private void InsertIntoNullLevel(PriceLevel impliedDepthLevel, PriceLevel consolidatedDepthLevel)
 {
     impliedDepthLevel.CopyInto(consolidatedDepthLevel);
 }