private void UpdateMonitoringParameters(OrderReply order)
{
Stock stock = _venue.GetStock(order.Symbol);
Direction direction = Utils.GetDirection(order.Direction);
MonitoringParameter parameter;
Dictionary <Direction, MonitoringParameter> parameterSides;
if (!_monitoringParameters.TryGetValue(stock, out parameterSides))
{
parameter = new MonitoringParameter();
parameter.Update(order);
parameterSides = new Dictionary <Direction, MonitoringParameter>
{
{ direction, parameter }
};
_monitoringParameters.Add(stock, parameterSides);
}
else
{
if (!parameterSides.TryGetValue(direction, out parameter))
{
parameter = new MonitoringParameter();
parameter.Update(order);
parameterSides.Add(direction, parameter);
}
else
{
parameter.Update(order);
_monitoringParameters[stock][direction] = parameter;
}
}
}
private void UpdateMonitoringParameters(GetQuoteReply quote)
{
Stock stock = _venue.GetStock(quote.Symbol);
MonitoringParameter parameter;
Dictionary <Direction, MonitoringParameter> parameterSides;
if (!_monitoringParameters.TryGetValue(stock, out parameterSides))
{
parameter = new MonitoringParameter();
parameter.Update(quote);
parameterSides = new Dictionary <Direction, MonitoringParameter>
{
{ Direction.Buy, parameter },
{ Direction.Sell, parameter }
};
_monitoringParameters.Add(stock, parameterSides);
}
else
{
Direction direction = Direction.Buy;
if (!parameterSides.TryGetValue(direction, out parameter))
{
parameter = new MonitoringParameter();
parameter.Update(quote);
parameterSides.Add(direction, parameter);
}
else
{
parameter.Update(quote);
_monitoringParameters[stock][direction] = parameter;
}
direction = Direction.Sell;
if (!parameterSides.TryGetValue(direction, out parameter))
{
parameter = new MonitoringParameter();
parameter.Update(quote);
parameterSides.Add(direction, parameter);
}
else
{
parameter.Update(quote);
_monitoringParameters[stock][direction] = parameter;
}
}
}
