public void Clear()
{
ChartAsks.Clear();
ChartBids.Clear();
ChartAggregatedAsks.Clear();
ChartAggregatedBids.Clear();
Asks = null;
Bids = null;
TopAsks = null;
TopBids = null;
}
public void Update(List <OrderBookPriceLevel> asks, List <OrderBookPriceLevel> bids)
{
this.asks = asks.OrderByDescending(a => a.Price).ToList();
this.bids = bids.OrderByDescending(b => b.Price).ToList();
if (ChartAsks.Any())
{
UpdateChartValues(ChartAsks, asks, true);
}
else
{
ChartAsks = new ChartValues <OrderBookPriceLevel>(asks.OrderBy(a => a.Price));
}
if (ChartBids.Any())
{
UpdateChartValues(ChartBids, bids, false);
}
else
{
ChartBids = new ChartValues <OrderBookPriceLevel>(bids.OrderByDescending(b => b.Price));
}
var aggregatedAsks = GetAggregatedList(asks.OrderBy(a => a.Price).ToList());
if (ChartAggregatedAsks.Any())
{
UpdateChartValues(ChartAggregatedAsks, aggregatedAsks, true);
}
else
{
ChartAggregatedAsks = new ChartValues <OrderBookPriceLevel>(aggregatedAsks.OrderBy(a => a.Price));
}
var aggregatedBids = GetAggregatedList(bids.OrderByDescending(a => a.Price).ToList());
if (ChartAggregatedBids.Any())
{
UpdateChartValues(ChartAggregatedBids, aggregatedBids, false);
}
else
{
ChartAggregatedBids = new ChartValues <OrderBookPriceLevel>(aggregatedBids.OrderByDescending(b => b.Price));
}
OnPropertyChanged("TopAsks");
OnPropertyChanged("TopBids");
}
