private void ProcessOrders(Order o)
{
if (o.BidOffer == BidOffer.Bid)
{
if (_bids.Count == 0)
{
_bids.AddFirst(o);
}
else if (_bids.Last != null && _bids.Last.Value.Price >= o.Price)
{
_bids.AddLast(o);
}
else
{
var bid = _bids.First;
while (bid != null && bid.Value.Price > o.Price)
{
bid = bid.Next;
}
if (bid != null)
{
_bids.AddBefore(bid, o);
}
}
}
else
{
if (_offers.Count == 0)
{
_offers.AddFirst(o);
}
else if (_offers.Last != null && _offers.Last.Value.Price <= o.Price)
{
_offers.AddLast(o);
}
else
{
var offer = _offers.First;
while (offer != null && offer.Value.Price < o.Price)
{
offer = offer.Next;
}
if (offer != null)
{
_offers.AddBefore(offer, o);
}
}
}
OrdersOut.AddOrder(new OrderEventArgs(o, OrderOperation.Add));
if (_bids.Count > 0 && _offers.Count > 0)
{
MatchOrders();
}
}
private void RemoveOrder(LinkedListNode <Order> o)
{
if (o.Value.BidOffer == BidOffer.Bid)
{
_bids.Remove(o);
}
else
{
_offers.Remove(o);
}
OrdersOut.AddOrder(new OrderEventArgs(o.Value, OrderOperation.Delete));
}
private void AmendOrder(LinkedListNode <Order> o1, LinkedListNode <Order> o2)
{
o1.Replace(o2);
OrdersOut.AddOrder(new OrderEventArgs(o2.Value, OrderOperation.Amend));
}