protected internal List <OrderBookEntry> CreateOrderBookEntries() { if (!AllowOrderBookHistory) { return(new List <OrderBookEntry>(OrderBook.Depth)); } return(OrderBookAllocator.GetNew()); }
public void Save() { BidsHistory.Add(Bids); AskHistory.Add(Asks); if (BidsHistory.Count > 2000) { OrderBookAllocator.Free(BidsHistory, 1000); OrderBookAllocator.Free(AskHistory, 1000); } }