/// <summary>
/// Replays events for the LimitOrderBooks to rebuild them to their prior state
/// </summary>
public void ReplayOrderBooks(Exchange exchange, Journaler journaler)
{
exchange.TurnReplayModeOn();
foreach (var exchangeEssential in exchange.ExchangeEssentials)
{
List <Order> ordersForReplay = journaler.GetOrdersForReplay(exchangeEssential.LimitOrderBook);
if (ordersForReplay != null)
{
Order[] deepCopy = (Order[])GetCopy(ordersForReplay.ToArray());
foreach (var order in deepCopy)
{
if (order.OrderState == OrderState.Accepted)
{
exchange.PlaceNewOrder(order);
}
else if (order.OrderState == OrderState.Cancelled)
{
exchange.CancelOrder(new OrderCancellation(order.OrderId, order.TraderId, order.CurrencyPair));
}
}
}
}
exchange.TurnReplayModeOff();
}
