public void Update(OrderbookResponse changes)
{
foreach (var ask in changes.asks)
{
if (ask.qty == 0)
{
if (_asks.ContainsKey(ask.price))
{
_asks.Remove(ask.price);
}
}
else
{
_asks.Add(ask.price, ask.qty);
}
}
foreach (var bid in changes.bids)
{
if (bid.qty == 0)
{
if (_bids.ContainsKey(bid.price))
{
_bids.Remove(bid.price);
}
}
else
{
_bids.Add(bid.price, bid.qty);
}
}
}
unsafe private void onOrderbookHandler(ulong bidActualValueLen, ulong askActualValueLen, IntPtr marketStr, ulong lastUpdateId, ulong updateId)
{
var market = CString.ToString(marketStr);
FreeString(marketStr);
var bidsList = new List <AskBid>();
var asksList = new List <AskBid>();
for (int i = 0; i < (int)bidActualValueLen; i++)
{
bidsList.Add(subBidsBuff[i].ToAskBid());
subBidsBuff[i].Dispose();
}
for (int i = 0; i < (int)askActualValueLen; i++)
{
asksList.Add(subAsksBuff[i].ToAskBid());
subAsksBuff[i].Dispose();
}
if (!onOrderbookCbs.ContainsKey(market))
{
return;
}
var latestOrderbook = new OrderbookResponse(
market,
asksList,
bidsList,
lastUpdateId,
updateId
);
this.onOrderbookCbs.TryGetValue(market, out var callbacks);
foreach (var callback in callbacks)
{
callback(latestOrderbook);
}
}