/// <summary>
/// If the provided order book entry exists in the price level a
/// <code>MamdaOrderBookException</code> exception is thrown. Otherwise the
/// method simply returns.
/// </summary>
/// <param name="entry">The entry whose presence in the level is being determined.</param>
/// <exception cref="MamdaOrderBookException">Throws MamdaOrderBookException if the entry is found in the price</exception>
public void checkNotExist(MamdaOrderBookEntry entry)
{
for (int i = 0; i < mEntries.Count; i++)
{
MamdaOrderBookEntry existingEntry =
(MamdaOrderBookEntry)mEntries[i];
if (existingEntry.equalId(entry.getId()))
{
throw new MamdaOrderBookException(
"attempted to add am existent entry: " + entry.getId());
}
}
}
/// <summary>
/// Remove an order book entry from the price level.
/// <see cref="MamdaOrderBookEntry"/>
/// </summary>
/// <param name="entry">The entry which is to be removed from the price level.</param>
public void removeEntry(MamdaOrderBookEntry entry)
{
for (int i = 0; i < mEntries.Count; i++)
{
MamdaOrderBookEntry existingEntry =
(MamdaOrderBookEntry)mEntries[i];
if (existingEntry.equalId(entry.getId()))
{
mEntries.RemoveAt(i);
return;
}
}
if (mStrictChecking)
{
throw new MamdaOrderBookException(
"attempted to delete a non-existent entry: " + entry.getId());
}
}
/// <summary>
/// Update the details of an existing entry in the level.
/// </summary>
/// <param name="entry">An instance of <code>MamdaOrderBookEntry</code> with the
/// new details for the entry in the level.</param>
public void updateEntry(MamdaOrderBookEntry entry)
{
for (int i = 0; i < mEntries.Count; i++)
{
MamdaOrderBookEntry existingEntry =
(MamdaOrderBookEntry)mEntries[i];
if (existingEntry.equalId(entry.getId()))
{
existingEntry.setDetails(entry);
return;
}
}
if (mStrictChecking)
{
throw new MamdaOrderBookException(
"attempted to update a non-existent entry: " + entry.getId());
}
}
/// <summary>
/// Update the details of an existing entry in the level.
/// </summary>
/// <param name="entry">An instance of <code>MamdaOrderBookEntry</code> with the
/// new details for the entry in the level.</param>
public void updateEntry(MamdaOrderBookEntry entry)
{
for (int i = 0; i < mEntries.Count; i++)
{
MamdaOrderBookEntry existingEntry =
(MamdaOrderBookEntry)mEntries[i];
if (existingEntry.equalId(entry.getId()))
{
existingEntry.setDetails(entry);
return;
}
}
if (mStrictChecking)
{
throw new MamdaOrderBookException(
"attempted to update a non-existent entry: " + entry.getId());
}
}
/// <summary>
/// Remove an order book entry from the price level.
/// <see cref="MamdaOrderBookEntry"/>
/// </summary>
/// <param name="entry">The entry which is to be removed from the price level.</param>
public void removeEntry(MamdaOrderBookEntry entry)
{
for (int i = 0; i < mEntries.Count; i++)
{
MamdaOrderBookEntry existingEntry =
(MamdaOrderBookEntry)mEntries[i];
if (existingEntry.equalId(entry.getId()))
{
mEntries.RemoveAt(i);
return;
}
}
if (mStrictChecking)
{
throw new MamdaOrderBookException (
"attempted to delete a non-existent entry: " + entry.getId());
}
}
/// <summary>
/// If the provided order book entry exists in the price level a
/// <code>MamdaOrderBookException</code> exception is thrown. Otherwise the
/// method simply returns.
/// </summary>
/// <param name="entry">The entry whose presence in the level is being determined.</param>
/// <exception cref="MamdaOrderBookException">Throws MamdaOrderBookException if the entry is found in the price</exception>
public void checkNotExist(MamdaOrderBookEntry entry)
{
for (int i = 0; i < mEntries.Count; i++)
{
MamdaOrderBookEntry existingEntry =
(MamdaOrderBookEntry)mEntries[i];
if (existingEntry.equalId(entry.getId()))
{
throw new MamdaOrderBookException(
"attempted to add am existent entry: " + entry.getId());
}
}
}
/// <summary>
/// </summary>
/// <param name="lhs"></param>
/// <param name="rhs"></param>
public void setAsDifference(
MamdaOrderBookPriceLevel lhs,
MamdaOrderBookPriceLevel rhs)
{
int lhsBookSize = lhs.mEntries.Count;
int rhsBookSize = rhs.mEntries.Count;
int lhsIndex = 0;
int rhsIndex = 0;
while ((lhsIndex < lhsBookSize) && (rhsIndex < rhsBookSize))
{
string lhsId = null;
string rhsId = null;
long lhsSize = 0;
long rhsSize = 0;
MamdaOrderBookEntry lhsEntry = null;
MamdaOrderBookEntry rhsEntry = null;
if (lhsIndex < lhsBookSize)
{
lhsEntry = (MamdaOrderBookEntry)lhs.mEntries[lhsIndex];
lhsId = lhsEntry.getId();
lhsSize = lhsEntry.getSize();
}
if (rhsIndex < rhsBookSize)
{
rhsEntry = (MamdaOrderBookEntry)rhs.mEntries[rhsIndex];
rhsId = rhsEntry.getId();
rhsSize = rhsEntry.getSize();
}
if ((lhsId != null) && (rhsId != null))
{
if (lhsId == rhsId)
{
// Same ID, maybe different size.
if (lhsSize != rhsSize)
{
MamdaOrderBookEntry updateEntry = new MamdaOrderBookEntry(rhsEntry);
updateEntry.setAction(MamdaOrderBookEntry.Actions.Update);
addEntry(updateEntry);
}
lhsIndex++;
rhsIndex++;
continue;
}
else
{
// Different ID (either something exists on the LHS
// and not on RHS or vice versa).
int rhsFound = findEntryAfter(rhs.mEntries, rhsIndex, lhsId);
if (rhsFound != rhsSize)
{
// The ID from the LHS was found on the RHS, so
// there must have been additional entries on the
// RHS, which we now need to add.
do
{
addEntry((MamdaOrderBookEntry)rhs.mEntries[rhsIndex]);
rhsIndex++;
}while (rhsIndex < rhsFound);
}
else
{
// The ID from the LHS was not present on the RHS,
// so add the LHS entry. Note: it would probably
// be faster to iterate over the LHS side rather
// than begin the loop again.
addEntry((MamdaOrderBookEntry)lhs.mEntries[lhsIndex]);
lhsIndex++;
}
}
}
}
if (mPrice != null && rhs.getPrice() != null)
{
mPrice.destroy();
}
mPrice = rhs.getPrice();
setSizeChange(rhs.getSize() - lhs.getSize());
setSize(rhs.getSize());
setNumEntries(rhs.getNumEntries());
setAction(Actions.Update);
mTime = rhs.getTime();
setSide(rhs.getSide());
}
