public void FindSizeAndPrice(BuyPosition position)
{
HeapifyUnsafe(heap =>
{
//if quote is Zero, then it will b remove from Quote Heap
//and our heap will be reheapfied
return(heap.Remove(quote =>
{
quote.AdjustBuyPosition(position);
return quote.Invalid;
}));
});
}
public void AdjustBuyPosition(BuyPosition position)
{
if (position.AdjustWithQuote(this, _quoteTrader) >= QuoteSize)
{
//we reduce the unit ONLY if the buy position can
//completely settle it
//becoz the my trade is either going to consume it on the
//XCHG thus, it would disappear else someone already
//consumed it, thus DONE notif is anyway on its way in both cases
//if my trade is partially consuming it and I modify the quantity
//then I have to take extra precautions on notification when adjusting its size
//let the notif do its work.
_totalSize = 0;
}
}