/// <summary>
/// Insert or replace orders from a given OrderBook.
/// It is assumed that all the orders in the incoming OrderBook are from the same Exchange (identified by ExchangeID).
/// Any order from the same Exchange will be removed before the incoming OrderBook is inserted
/// </summary>
/// <param name="orderBook">orderbook containing the orders which should be inserted in the aggregated orderbook.</param>
/// <returns>AggregatedOrderBook where order from the same Exchange as orderBook as replaced with the ones in orderBook</returns>
public AggregatedOrderBook InsertBook(IOrderBook orderBook)
{
int exchangeID = orderBook.ExchangeID;
var modifiedAggregatedBids = Bids;
var modifiedAggregatedAsks = Asks;
var correspondingBids = Bids.Where(a => a.ExchangeID == exchangeID);
modifiedAggregatedBids = Bids.Except(correspondingBids).Union(orderBook.Bids);
var correspondingAsks = Asks.Where(a => a.ExchangeID == exchangeID);
modifiedAggregatedAsks = Asks.Except(correspondingAsks).Union(orderBook.Asks);
return(new AggregatedOrderBook(modifiedAggregatedBids, modifiedAggregatedAsks));
}