public void Add(OrderBookRecord record)
{
if (record.Price == 0 || record.Volume == 0)
{
return;
}
if (record.Price.Asset.Id != Pair.Asset2.Id)
{
throw new System.Exception($"You cant add this {nameof(OrderBookRecord)} as it has the wrong asset: {record.Price.Asset} -> should be: {Pair.Asset2}");
}
if (record.Volume.Asset.Id != Pair.Asset2.Id)
{
throw new System.Exception($"You cant add this {nameof(OrderBookRecord)} as it has the wrong volume asset: {record.Volume.Asset} -> should be: {Pair.Asset2}");
}
IsSorted = IsSorted && IsInOrder(record);
if (record.Type == OrderType.Ask)
{
_asks.Add(record);
}
else
{
_bids.Add(record);
}
}
private bool IsInOrder(OrderBookRecord newRecord)
{
if (newRecord.Type == OrderType.Ask)
{
var la = _asks.LastOrDefault();
return(la == null || newRecord.Price > la.Price);
}
var lb = _bids.LastOrDefault();
return(lb == null || newRecord.Price < lb.Price);
}
public void Add(OrderType type, decimal price, decimal volume, bool volumeIsNotQuote = false)
{
Add(OrderBookRecord.CreateInternal(type, new Money(price, Pair.Asset2), GetVolume(price, volume, volumeIsNotQuote)));
}
