public double getBidPrice(double vol)
{
if (_bids.Count > 0)
{
double vtot = 0.0;
bool virgin = true;
double p = -1.0;
//Console.WriteLine ("********************************************");
do
{
if (virgin)
{
p = (double)_bids.FindMax().Key;
virgin = false;
}
else
{
C5.KeyValuePair <double, IList <IOrder_Mutable> > kvp;
if (_bids.TryPredecessor(p, out kvp))
{
double newp = kvp.Key;
if (newp == p)
{
Console.WriteLine("newp = p = " + p);
Console.WriteLine("Orderbook = " + this.ToStringLong());
Environment.Exit(-1);
}
else
{
//Console.WriteLine ("newp = "+newp+" != p = "+p);
}
p = newp;
}
else
{
Console.WriteLine("ORDERBOOK IMBALANCE CONDITION in getBidPrice, searching for BidPrice to capture AskVolume = " + vol);
Console.WriteLine("Orderbook = " + this.ToStringLong());
throw new Exception("frobby");
// return p - PUSH_OUT_FACTOR * (getHighestBid() - p);
}
}
IList <IOrder_Mutable> orders = _bids[p];
foreach (IOrder_Mutable o in orders)
{
vtot += o.getVolume();
if (vtot >= vol)
{
return(p);
}
}
//Console.WriteLine ("* yyy p="+p);
}while (true);
}
return(-1.0);
}