protected void ApplyIncrementalUpdate(string rateString, string amountString, List <OrderBookEntry> list, bool ascending)
{
double value = FastValueConverter.Convert(rateString);
double amount = FastValueConverter.Convert(amountString);
int index = 0;
if (amount == 0)
{
for (int i = 0; i < list.Count; i++)
{
OrderBookEntry e = list[i];
if (IsEqual(e.Value, value))
{
list.Remove(e);
return;
}
}
if (EnableValidationOnRemove)
{
IsDirty = true;
}
return;
}
if (ascending)
{
for (int i = 0; i < list.Count; i++)
{
OrderBookEntry e = list[i];
if (IsEqual(e.Value, value))
{
e.AmountString = amountString;
return;
}
if (e.Value > value)
{
OrderBookEntry ee = new OrderBookEntry()
{
ValueString = rateString, AmountString = amountString
};
list.Insert(index, ee);
return;
}
index++;
}
}
else
{
for (int i = 0; i < list.Count; i++)
{
OrderBookEntry e = list[i];
if (IsEqual(e.Value, value))
{
e.AmountString = amountString;
return;
}
if (e.Value < value)
{
OrderBookEntry ee = new OrderBookEntry()
{
ValueString = rateString, AmountString = amountString
};
list.Insert(index, ee);
return;
}
index++;
}
}
OrderBookEntry addE = new OrderBookEntry()
{
ValueString = rateString, AmountString = amountString
};
list.Add(addE);
}
protected void ApplyIncrementalUpdate(long id, OrderBookUpdateType type, string rateString, string amountString, List <OrderBookEntry> list, bool ascending)
{
int index = 0;
if (type == OrderBookUpdateType.Remove)
{
for (int i = 0; i < list.Count; i++)
{
OrderBookEntry e = list[i];
if (e.Id == id)
{
list.Remove(e);
return;
}
}
if (EnableValidationOnRemove)
{
IsDirty = true;
}
return;
}
double amount = FastValueConverter.Convert(amountString);
if (type == OrderBookUpdateType.Modify)
{
for (int i = 0; i < list.Count; i++)
{
OrderBookEntry e = list[i];
if (e.Id == id)
{
e.Amount = amount;
return;
}
}
if (EnableValidationOnRemove)
{
IsDirty = true;
}
return;
}
double value = FastValueConverter.Convert(rateString);
if (ascending)
{
for (int i = 0; i < list.Count; i++)
{
OrderBookEntry e = list[i];
if (e.Value > value)
{
OrderBookEntry ee = new OrderBookEntry()
{
ValueString = rateString, AmountString = amountString, Id = id
};
list.Insert(index, ee);
return;
}
index++;
}
}
else
{
for (int i = 0; i < list.Count; i++)
{
OrderBookEntry e = list[i];
if (e.Value < value)
{
OrderBookEntry ee = new OrderBookEntry()
{
ValueString = rateString, AmountString = amountString, Id = id
};
list.Insert(index, ee);
return;
}
index++;
}
}
OrderBookEntry addE = new OrderBookEntry()
{
ValueString = rateString, AmountString = amountString, Id = id
};
list.Add(addE);
}
