Exemplo n.º 1
0
        public int CancelByOrderBook(OrderBook_OneSide_Size orderbook)
        {
            //
            int cnt = 0;

            foreach (var a in grid)
            {
                double size = orderbook.grid[a.Key];
            }

            return(cnt);
        }
Exemplo n.º 2
0
 public IEnumerable <KeyValuePair <int, double> > Intersect(OrderBook_OneSide_Size obs)
 {
     return(this.Grid.Intersect(obs.Grid));
 }