public OrderBook(Ticker owner)
{
Owner = owner;
Bids = CreateOrderBookEntries();
Asks = CreateOrderBookEntries();
AsksInverted = CreateOrderBookEntries();
Updates = new IncrementalUpdateQueue(owner.Exchange.CreateIncrementalUpdateDataProvider());
}
protected void OnIncrementalUpdateRecv(IncrementalUpdateQueue updates)
{
if (updates.CanApply)
{
updates.Apply();
TickersSocketState = SocketConnectionState.Connected;
// apply
}
if (updates.TooLongQueue)
{
TickersSocketState = SocketConnectionState.TooLongQue;
// call snapshot
}
}
public OrderBook(Ticker owner)
{
Owner = owner;
Bids = CreateOrderBookEntries();
Asks = CreateOrderBookEntries();
if (AllowInvertedAsks)
{
AsksInverted = CreateOrderBookEntries();
}
IsDirty = true;
EnableValidationOnRemove = true;
if (Owner != null)
{
Updates = new IncrementalUpdateQueue(owner.Exchange.CreateIncrementalUpdateDataProvider());
}
}
