public BookEntry(double price, int count, double amount)
{
Price = price;
Count = count;
Amount = Math.Abs(amount);
if (amount > 0)
{
Type = BookEntryType.Bid;
}
else if (amount < 0)
{
Type = BookEntryType.Ask;
}
}
public double GetBestPrice(BookEntryType type)
{
lock (book_lock)
{
if (type == BookEntryType.Ask)
{
return(Asks.First().Key);
}
else if (type == BookEntryType.Bid)
{
return(Bids.Last().Key);
}
}
return(-1);
}
public List <BookEntry> GetEntries(int count, BookEntryType type)
{
lock (book_lock)
{
if (type == BookEntryType.Ask)
{
return(Asks.Take(count).Select(p => p.Value).ToList());
}
else if (type == BookEntryType.Bid)
{
return(Bids.Skip(Bids.Count - count).Take(count).Select(p => p.Value).ToList());
}
}
return(new List <BookEntry>());
}
public double GetDepth(int count, BookEntryType type)
{
var entries = GetEntries(count, type);
return(entries.Sum(p => p.Amount));
}
