public void Update(Ticker ticker, IncrementalUpdateInfo info) { List <OrderBookEntry> bids = ticker.OrderBook.Bids; OrderBook orderBook = ticker.OrderBook; foreach (string[] item in info.BidsUpdates) { orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Bid, item[0], item[1]); } foreach (string[] item in info.AsksUpdates) { orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Ask, item[0], item[1]); } ticker.OnApplyIncrementalUpdate(); }
public void Update(Ticker ticker, IncrementalUpdateInfo info) { List <OrderBookEntry> bids = ticker.OrderBook.Bids; OrderBook orderBook = ticker.OrderBook; for (int i = 0; i < info.BidsUpdates.Count; i++) { string[] item = info.BidsUpdates[i]; orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Bid, item[0], item[1]); } for (int i = 0; i < info.AsksUpdates.Count; i++) { string[] item = info.AsksUpdates[i]; orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Ask, item[0], item[1]); } ticker.OnApplyIncrementalUpdate(); }