private void dump(TextWriter writer, MamdaOrderBookPriceLevel level, int index)
{
string title = level.getSide() == MamdaOrderBookPriceLevel.Sides.Ask ? "Ask" : "Bid";
writer.WriteLine("{0} {1} | price={2} size={3} action={4} entries={5} time={6}",
title,
index,
level.getPrice(),
level.getSize(),
level.getAction(),
level.getNumEntries(),
level.hasTime() ? level.getTime().ToString() : "null");
foreach (MamdaOrderBookEntry entry in level)
{
writer.WriteLine(" | id={0} size={1} action={2} time={3}",
entry.getId(),
entry.getSize(),
entry.getAction(),
entry.hasTime() ? entry.getTime().ToString() : "null");
}
}
private void deepCopy(IEnumerable bookLevels)
{
foreach (MamdaOrderBookPriceLevel bookLevel in bookLevels)
{
MamdaOrderBookPriceLevel level = new MamdaOrderBookPriceLevel();
level.copy(bookLevel);
switch (level.getAction())
{
case MamdaOrderBookPriceLevel.Actions.Add:
addLevel(level);
break;
case MamdaOrderBookPriceLevel.Actions.Update:
updateLevel(level);
break;
case MamdaOrderBookPriceLevel.Actions.Delete:
deleteLevel(level);
break;
}
}
}
private void dump(TextWriter writer, MamdaOrderBookPriceLevel level, int index)
{
string title = level.getSide() == MamdaOrderBookPriceLevel.Sides.Ask ? "Ask" : "Bid";
writer.WriteLine("{0} {1} | price={2} size={3} action={4} entries={5} time={6}",
title,
index,
level.getPrice(),
level.getSize(),
level.getAction(),
level.getNumEntries(),
level.hasTime() ? level.getTime().ToString() : "null");
foreach (MamdaOrderBookEntry entry in level)
{
writer.WriteLine(" | id={0} size={1} action={2} time={3}",
entry.getId(),
entry.getSize(),
entry.getAction(),
entry.hasTime() ? entry.getTime().ToString() : "null");
}
}
private void deepCopy(IEnumerable bookLevels)
{
foreach (MamdaOrderBookPriceLevel bookLevel in bookLevels)
{
MamdaOrderBookPriceLevel level = new MamdaOrderBookPriceLevel();
level.copy(bookLevel);
switch (level.getAction())
{
case MamdaOrderBookPriceLevel.Actions.Add:
addLevel(level);
break;
case MamdaOrderBookPriceLevel.Actions.Update:
updateLevel(level);
break;
case MamdaOrderBookPriceLevel.Actions.Delete:
deleteLevel(level);
break;
}
}
}
