public int CancelByOrderBook(OrderBook_OneSide_Size orderbook) { // int cnt = 0; foreach (var a in grid) { double size = orderbook.grid[a.Key]; } return(cnt); }
public IEnumerable <KeyValuePair <int, double> > Intersect(OrderBook_OneSide_Size obs) { return(this.Grid.Intersect(obs.Grid)); }