public OrderBook(Ticker owner) { Owner = owner; Bids = CreateOrderBookEntries(); Asks = CreateOrderBookEntries(); AsksInverted = CreateOrderBookEntries(); Updates = new IncrementalUpdateQueue(owner.Exchange.CreateIncrementalUpdateDataProvider()); }
protected void OnIncrementalUpdateRecv(IncrementalUpdateQueue updates) { if (updates.CanApply) { updates.Apply(); TickersSocketState = SocketConnectionState.Connected; // apply } if (updates.TooLongQueue) { TickersSocketState = SocketConnectionState.TooLongQue; // call snapshot } }
public OrderBook(Ticker owner) { Owner = owner; Bids = CreateOrderBookEntries(); Asks = CreateOrderBookEntries(); if (AllowInvertedAsks) { AsksInverted = CreateOrderBookEntries(); } IsDirty = true; EnableValidationOnRemove = true; if (Owner != null) { Updates = new IncrementalUpdateQueue(owner.Exchange.CreateIncrementalUpdateDataProvider()); } }