}//constructor
//
//
// *********************************************************
// **** TryCreate() ****
// *********************************************************
//
public static bool TryCreate(OrderBookEventArgs eventArgs, out OrderBook createdBook)
{
bool isSuccess = false;
createdBook = null;
if (eventArgs.EventType == OrderBookEventArgs.EventTypes.CreatedBook)
{
createdBook = new OrderBook(eventArgs.ParentOrderHub, eventArgs.Instrument);
isSuccess = true;
}
// Exit.
return(isSuccess);
}
// *****************************************************************
// **** Members ****
// *****************************************************************
//
#endregion// members
#region Constructors
// *****************************************************************
// **** Constructors ****
// *****************************************************************
//
//
//
#endregion//Constructors
#region no Properties
// *****************************************************************
// **** Properties ****
// *****************************************************************
//
//
#endregion//Properties
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
public bool TryUpdate(OrderBookEventArgs eventArg)//, out Order initialOrder, out Order finalOrder)
{
//initialOrder = null;
//finalOrder = null;
bool isSuccess = false;
OrderBook orderBook;
switch (eventArg.EventType)
{
case OrderBookEventArgs.EventTypes.NewOrder:
if (this.TryGetValue(eventArg.Instrument, out orderBook))
{
isSuccess = orderBook.TryAddOrder(eventArg.Order);
//finalOrder = eventArg.Order;
}
break;
case OrderBookEventArgs.EventTypes.DeletedOrder:
Order deletedOrder;
if (this.ContainsKey(eventArg.Instrument))
{
isSuccess = this[eventArg.Instrument].TryDeleteOrder(eventArg.Order.Tag, out deletedOrder);
//initialOrder = deletedOrder;
}
break;
case OrderBookEventArgs.EventTypes.ChangedOrder:
break;
case OrderBookEventArgs.EventTypes.CreatedBook:
if (!this.ContainsKey(eventArg.Instrument))
{
if (OrderBook.TryCreate(eventArg, out orderBook))
{
this.Add(eventArg.Instrument, orderBook);
isSuccess = true;
}
}
break;
default:
return(false);
}//switch()
// Exit
return(isSuccess);
}//TryUpdate;