public void Process(BuySellOperation buySellOperation)
{
if (buySellOperation.Price <= 0 || buySellOperation.Quantity < 0)
{
return;
}
if (buySellOperation.OperationType == OperationType.Buy)
{
// Put the current buy / sell operation on the queue.
BuyOperations.Add(buySellOperation);
// Add buyOperation to historical price to quantity map.
if (buySellOperation.OrderType != OrderType.Ioc && BuyPriceToQuantityMap.TryGetValue(buySellOperation.Price, out var quantity))
{
BuyPriceToQuantityMap[buySellOperation.Price] = quantity + buySellOperation.Quantity;
}
else if (buySellOperation.OrderType != OrderType.Ioc)
{
BuyPriceToQuantityMap.Add(buySellOperation.Price, buySellOperation.Quantity);
}
}
else
{
// Put the current buy / sell operation on the queue.
SellOperations.Add(buySellOperation);
// Add buyOperation to historical price to quantity map.
if (buySellOperation.OrderType != OrderType.Ioc && SellPriceToQuantityMap.TryGetValue(buySellOperation.Price, out var quantity))
{
SellPriceToQuantityMap[buySellOperation.Price] = quantity + buySellOperation.Quantity;
}
else if (buySellOperation.OrderType != OrderType.Ioc)
{
SellPriceToQuantityMap.Add(buySellOperation.Price, buySellOperation.Quantity);
}
}
}
