public bool FillOrder(Order order, Quantity quantity)
{
SortedDictionary <Price, QuantityTrackingPriceLevel> side = order.IsBuy ? _bidSide : _askSide;
QuantityTrackingPriceLevel priceLevel = side[order.Price];
bool orderFilled = priceLevel.Fill(order, quantity);
RemoveEmptyPriceLevel(priceLevel, side, order.IsBuy);
return(orderFilled);
}
