public void ApplyPatch(PriceLevel patch)
{
if (patch.Size == 0)
{
_book.Remove(patch.Price);
}
else
{
_book[patch.Price] = patch.Size;
}
}
protected override PriceLevel[] Decode(BinaryReader reader, bool isPrimary)
{
// It so happens that decoding in our examle doesn't depend on isPrimary, but it could.
// There is a guarantee that the decoder always sees the same value of isPrimary as what
// the encoder saw when it produced the record.
var res = new PriceLevel[reader.ReadInt32()];
for (int i = 0; i != res.Length; ++i)
{
res[i] = new PriceLevel(price: reader.ReadDecimal(), size: reader.ReadDecimal());
}
return(res);
}