예제 #1
0
 protected internal List <OrderBookEntry> CreateOrderBookEntries()
 {
     if (!AllowOrderBookHistory)
     {
         return(new List <OrderBookEntry>(OrderBook.Depth));
     }
     return(OrderBookAllocator.GetNew());
 }
예제 #2
0
 public void Save()
 {
     BidsHistory.Add(Bids);
     AskHistory.Add(Asks);
     if (BidsHistory.Count > 2000)
     {
         OrderBookAllocator.Free(BidsHistory, 1000);
         OrderBookAllocator.Free(AskHistory, 1000);
     }
 }