public void Update(Ticker ticker, IncrementalUpdateInfo info)
{
List <OrderBookEntry> bids = ticker.OrderBook.Bids;
OrderBook orderBook = ticker.OrderBook;
foreach (string[] item in info.BidsUpdates)
{
orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Bid, item[0], item[1]);
}
foreach (string[] item in info.AsksUpdates)
{
orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Ask, item[0], item[1]);
}
ticker.OnApplyIncrementalUpdate();
}
public void Update(Ticker ticker, IncrementalUpdateInfo info)
{
List <OrderBookEntry> bids = ticker.OrderBook.Bids;
OrderBook orderBook = ticker.OrderBook;
for (int i = 0; i < info.BidsUpdates.Count; i++)
{
string[] item = info.BidsUpdates[i];
orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Bid, item[0], item[1]);
}
for (int i = 0; i < info.AsksUpdates.Count; i++)
{
string[] item = info.AsksUpdates[i];
orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Ask, item[0], item[1]);
}
ticker.OnApplyIncrementalUpdate();
}
