public OrderBookCacheObject Update(long timeStamp, OrderBook[] insert, OrderBook[] update, OrderBook[] delete)
{
Timestamp = timeStamp;
insert.Each(item =>
{
if (!OrderBook.TryAdd(item.Id, item))
{
OrderBook[item.Id].PopulateWithNonDefaultValues(item);
}
});
update.Each(item =>
{
if (OrderBook.ContainsKey(item.Id))
{
OrderBook[item.Id].PopulateWithNonDefaultValues(item);
}
else
{
OrderBook.TryAdd(item.Id, item);
}
});
delete.Each(item => OrderBook.TryRemove(item.Id, out item));
return(this);
}
