public void Insert(IEnumerable <InsertDataItem> items, OrderBookSides side)
{
foreach (var item in items)
{
if (side == OrderBookSides.Buy)
{
_bids.TryAdd(item.Id, new OrderBookEntry(item.Id, item.Size, item.Price));
}
else if (side == OrderBookSides.Sell)
{
_asks.TryAdd(item.Id, new OrderBookEntry(item.Id, item.Size, item.Price));
}
}
}
public void Delete(IEnumerable <DeleteDataItem> items, OrderBookSides side)
{
foreach (var entry in items)
{
OrderBookEntry entryToRemove;
if (side == OrderBookSides.Buy)
{
_bids.TryRemove(entry.Id, out entryToRemove);
}
else if (side == OrderBookSides.Sell)
{
_asks.TryRemove(entry.Id, out entryToRemove);
}
}
}
public void Update(IEnumerable <UpdateDataItem> items, OrderBookSides side)
{
foreach (var entry in items)
{
if (side == OrderBookSides.Buy)
{
var updatedEntry = new OrderBookEntry(entry.Id, entry.Size, _bids[entry.Id].Price);
_bids.TryUpdate(entry.Id, updatedEntry, _bids[entry.Id]);
}
else if (side == OrderBookSides.Sell)
{
var updatedEntry = new OrderBookEntry(entry.Id, entry.Size, _asks[entry.Id].Price);
_asks.TryUpdate(entry.Id, updatedEntry, _asks[entry.Id]);
}
}
}