Esempio n. 1
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        private void InsertIntoNonNullLevel(PriceLevel[] consolidatedDepth, PriceLevel impliedDepthLevel, int outrightDepth, int insertionPoint)
        {
            ShiftDepthLevelsDown(consolidatedDepth, from: outrightDepth, to: insertionPoint);

            impliedDepthLevel.CopyInto(consolidatedDepth[insertionPoint]);
        }
Esempio n. 2
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        private void InsertIntoNonNullLevel(PriceLevel[] consolidatedDepth, PriceLevel impliedDepthLevel, int outrightDepth, int insertionPoint)
        {
            ShiftDepthLevelsDown(consolidatedDepth, from: outrightDepth, to: insertionPoint);

            impliedDepthLevel.CopyInto(consolidatedDepth[insertionPoint]);
        }
Esempio n. 3
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 private void InsertIntoNullLevel(PriceLevel impliedDepthLevel, PriceLevel consolidatedDepthLevel)
 {
     impliedDepthLevel.CopyInto(consolidatedDepthLevel);
 }
Esempio n. 4
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 private void InsertIntoNullLevel(PriceLevel impliedDepthLevel, PriceLevel consolidatedDepthLevel)
 {
     impliedDepthLevel.CopyInto(consolidatedDepthLevel);
 }