public void StopToMarket(object Order)
{
FuturesOrder order = (FuturesOrder)Order;
// OrderBook temp = new OrderBook();
Container container = ProcessContainers(bookRoot, order.Instrument, order, null);
container = ProcessContainers(container.ChildContainers, order.OrderType, order, container);
if (container.ChildContainers.Exists(order.BuySell.ToString()) == false)
{
LeafContainer buyContainer = new LeafContainer(this, "B", container);
LeafContainer sellContainer = new LeafContainer(this, "S", container);
container.ChildContainers["B"] = buyContainer;
container.ChildContainers["S"] = sellContainer;
}
LeafContainer leafContainer = container.ChildContainers[order.BuySell.ToString()] as LeafContainer;
leafContainer.ProcessStopOrder(order);
}
public void Process(Order order)
{
Container container = ProcessContainers(bookRoot, order.Instrument, order, null);
container = ProcessContainers(container.ChildContainers, order.OrderType, order, container);
if (container.ChildContainers.Exists(order.BuySell.ToString()) == false)
{
LeafContainer buyContainer = new LeafContainer(this, "B", container);
LeafContainer sellContainer = new LeafContainer(this, "S", container);
container.ChildContainers["B"] = buyContainer;
container.ChildContainers["S"] = sellContainer;
}
LeafContainer leafContainer = container.ChildContainers[order.BuySell.ToString()] as LeafContainer;
leafContainer.ProcessOrder(order);
}