/// <summary>
/// Fast 'add', using pass by reference, but checking our timepoint is newer than the previous one added
/// </summary>
/// <param name="p"></param>
public void AddPointCheckTime(ref PricePoint p)
{
// Check we're adding price updates in sequential time
// Our assumption is that the price points in our collection are in time order.
// We *could* handle out-of-sequence points, inserting them in the correct position (but we don't)
if (_points.Any())
{
if (_points[_points.Count - 1].Timestamp > p.Timestamp)
{
throw new Exception("The last price point in the sequence is more recent than the price point to add");
}
}
AddPoint(ref p);
}
/// <summary>
/// Fast 'add', using pass by reference (requires a PricePoint already)
/// </summary>
/// <param name="p"></param>
public void AddPoint(ref PricePoint p)
{
_points.Add(p);
}