/// <summary>
/// Insert order before the specific offer.
/// </summary>
/// <param name="orderbook">Orderbook</param>
/// <param name="orderWrapper">An order to insert</param>
/// <param name="beforeWrapper"></param>
public void InsertOrderBefore(OrderInfoWrapper orderWrapper, OrderInfoWrapper beforeWrapper)
{
if (beforeWrapper == null)
{ //append to the end
if (Tail != null)
{ //insert after the tail
Tail.Next = orderWrapper;
orderWrapper.Prev = Tail;
Tail = orderWrapper;
}
else
{ //it's the first order entry
Head = Tail = orderWrapper;
}
}
else
{
//insert order into the linked list before the cursor
orderWrapper.Prev = beforeWrapper.Prev;
orderWrapper.Next = beforeWrapper;
beforeWrapper.Prev = orderWrapper;
//update the reference if we are inserting before the head entry
if (beforeWrapper == Head)
{
Head = orderWrapper;
}
}
//increment count
Count++;
TotalAmount += orderWrapper.Order.Amount;
Volume += (long)(orderWrapper.Order.Amount * orderWrapper.Order.Price);
//add to the map
orderMap.AddOrder(orderWrapper);
}
/// <summary>
/// Add new order to the orderbook.
/// </summary>
/// <param name="order">An order to add</param>
public void InsertOrder(OrderInfoWrapper order)
{
var price = order.Order.Price;
//just set Head reference if it's the first order
if (Head == null)
{
InsertOrderBefore(order, null);
return;
}
//find position to insert the order
var cursor = Head;
while ((Side == OrderSide.Sell && price >= cursor.Order.Price) ||
(Side == OrderSide.Buy && price <= cursor.Order.Price))
{
cursor = cursor.Next;
if (cursor == null)
{
break; //the last record
}
}
//insert order
InsertOrderBefore(order, cursor);
}
/// <summary>
/// Add new order to the orderbook.
/// </summary>
/// <param name="order">An order to add</param>
public void InsertOrder(OrderInfoWrapper order)
{
var i = ~sortedOrders.BinarySearch(order, comparer);
var cursor = default(OrderInfoWrapper);
if (i == 0)
{
cursor = sortedOrders.FirstOrDefault();
}
else if (sortedOrders.Count > i)
{
cursor = sortedOrders[i];
}
sortedOrders.Insert(i, order);
//insert order
InsertOrderBefore(order, cursor);
}
public void AddOrder(OrderInfoWrapper orderWrapper)
{
lock (this)
map.Add(orderWrapper.Order.OrderId, orderWrapper);
}
