private void RemoveOrder(BookDone removeOrder)
{
if (removeOrder.Side == SideType.Buy)
{
var offer = Buys.FirstOrDefault(a => a.OrderId == removeOrder.OrderId);
if (offer != null)
{
Buys.Remove(offer);
}
else if (!RemoveReceiveOrder(removeOrder.OrderId))
{
Api.Log.Warning($"Order not found for {removeOrder.Reason} buy offer : {removeOrder.OrderId}");
}
}
else
{
var offer = Sells.FirstOrDefault(b => b.OrderId == removeOrder.OrderId);
if (offer != null)
{
Sells.Remove(offer);
}
else if (!RemoveReceiveOrder(removeOrder.OrderId))
{
Api.Log.Warning($"Order not found for {removeOrder.Reason} sell offer : {removeOrder.OrderId}");
}
}
}
private void UpdateOrder(BookChange changeOrder)
{
var offer = changeOrder.Side == SideType.Buy
? Buys.FirstOrDefault(a => a.OrderId == changeOrder.OrderId)
: Sells.FirstOrDefault(b => b.OrderId == changeOrder.OrderId);
if (offer != null)
{
offer.Price = changeOrder.Price;
offer.Size = changeOrder.NewSize;
}
else
{
Api.Log.Warning("Change receive for unknown order id");
OpenOrder(new BookOpen {
OrderId = changeOrder.OrderId, Side = changeOrder.Side, Price = changeOrder.Price, RemainingSize = changeOrder.NewSize
});
}
}