public IOrder addAsk(double price, int volume, IAgent owner)
{
IList <IOrder_Mutable> val;
if (!_asksDict.TryGetValue(price, out val))
{
val = new List <IOrder_Mutable>();
_asksDict.Add(price, val);
_asks.Add(price, val);
}
IOrder_Mutable order = new Order(false, price, volume, owner);
val.Add(order);
_numAsks++;
_logger.DebugLog(SOURCE, "Orderbook addAsk " + order);
if (_matcher != null)
{
this.Send(_matcher, new NotifyMatcherEvent(this, new OrderbookEvent_AddOrder(order)), 0.0);
}
foreach (IOrderbookObserver obs in _obsList)
{
this.Send(obs, new NotifyObserverEvent(this, new OrderbookEvent_AddOrder(order)), 0.0);
}
/*
* if (isNonDegenerate())
* _price = (getHighestBid () + getLowestAsk ())/2.0;
*/
getPrice(); // updates _price
return(order);
}
private void TouchOtherRegions(DumpReaderLogger readerLogger, ClrRuntime runtime)
{
// Touch all threads, stacks, frames
foreach (var t in runtime.Threads)
{
foreach (var f in t.StackTrace)
{
try { var ip = f.InstructionPointer; }
catch (Exception) { }
}
}
// Touch all modules
runtime.Modules.Count();
// Touch all heap regions, roots, types
var heap = runtime.GetHeap();
heap.EnumerateRoots(enumerateStatics: false).Count();
heap.EnumerateTypes().Count();
// TODO Check if it's faster to construct sorted inside ReaderWrapper
foreach (var kvp in readerLogger.Ranges)
{
_otherClrRegions.Add(kvp.Key, kvp.Value);
}
}
private Orderbook(Orderbook orig)
{
_bidsDict = new Dictionary <double, IList <IOrder_Mutable> >();
_bids = new C5.TreeDictionary <double, IList <IOrder_Mutable> >();
foreach (double p in orig._bidsDict.Keys)
{
IList <IOrder_Mutable> v = orig._bidsDict[p];
IList <IOrder_Mutable> v2 = new List <IOrder_Mutable>();
foreach (IOrder_Mutable o in v)
{
v2.Add(o.clone());
}
_bidsDict.Add(p, v2);
_bids.Add(p, v2);
}
_asksDict = new Dictionary <double, IList <IOrder_Mutable> >();
_asks = new C5.TreeDictionary <double, IList <IOrder_Mutable> >();
foreach (double p in orig._asksDict.Keys)
{
IList <IOrder_Mutable> v = orig._asksDict[p];
IList <IOrder_Mutable> v2 = new List <IOrder_Mutable>();
foreach (IOrder o in v)
{
v2.Add(o.clone());
}
_asksDict.Add(p, v2);
_asks.Add(p, v2);
}
_numBids = orig._numBids;
_numAsks = orig._numAsks;
_matcher = orig._matcher;
_matcher.reset();
_obsList = new List <IOrderbookObserver>();
foreach (IOrderbookObserver obs in orig._obsList)
{
_obsList.Add(obs);
}
}
public void add(double time, double val)
{
if ((this.BurninTime > 0.0) && (time < this.BurninTime * 3600.0))
{
return;
}
SingletonLogger.Instance().DebugLog(typeof(Trajectory), "Trajectory " + this.Name + " attempts add " + time + "->" + val);
double historicallyAdjustedValue = ComputeHistoricallyAdjustedValue(time, val);
// throttle data explosion
if (!AboveTemporalGranularityThreshold(time))
{
return;
}
// maintain function property
if (_values.Contains(time))
{
_values.Remove(time);
}
_values.Add(time, historicallyAdjustedValue);
SingletonLogger.Instance().DebugLog(typeof(Trajectory), "Trajectory " + this.Name + " adds " + time + "->" + val);
_lastTimestampOutput = time;
// adjust min and max times
if (time < _mint)
{
_mint = time;
}
if (time > _maxt)
{
_maxt = time;
}
}
private void AddCLRRegions(ClrRuntime runtime)
{
foreach (var region in runtime.EnumerateMemoryRegions())
{
// We don't need reserved memory in our dump
if (region.Type == ClrMemoryRegionType.ReservedGCSegment)
{
continue;
}
ulong address = region.Address;
ulong endAddress = region.Address + region.Size;
ulong existingEndAddress;
if (_majorClrRegions.Find(ref address, out existingEndAddress))
{
_majorClrRegions.Update(region.Address, Math.Max(existingEndAddress, endAddress));
}
else
{
_majorClrRegions.Add(region.Address, endAddress);
}
}
}
public void Add(K key, T value)
{
KToTMap.Add(key, value);
TToKMap.Add(value, key);
}
/// <summary>
/// Add the specified item to the collection.
/// </summary>
/// <param name="item">
/// Th eitem to add to the collection.
/// </param>
/// <exception cref="Exceptions.OverlappingRangesException">
/// The range represented by <paramref name="item"/> overlaps with a range already in the collection.
/// <see cref="OverlappingRangesException.FirstItem"/> will contain <paramref name="item"/>
/// </exception>
public void Add(V item)
{
CheckOverlapping(item);
_dictionary.Add(GetItemKey(item), item);
}