Support Board

UpdateDOMByCommand(BuySellEnum Side, int Level, int Operation, float Price, t_Volume Size, bool ClearOutOfOrderPrices)
{
  if (Level < 0 || Level >= MAX_NUM_DOM_LEVELS)
  {
    _ASSERT(0);
    return;
  }
  
  s_SCDomStructure* DomToUpdate;
  
  if (Side == BSE_BUY)
    DomToUpdate = m_BasicData.BidDOM;
  else if (Side == BSE_SELL)
    DomToUpdate = m_BasicData.AskDOM;
  else
    return;
  
  switch (Operation)
  {
  case INSERT_DOM:
    {
      s_SCDomStructure TempDomStructure = DomToUpdate[Level];
      for (int UpdateLevel = Level; UpdateLevel < MAX_NUM_DOM_LEVELS - 1;
        UpdateLevel++)
      {
        if (TempDomStructure.Price == 0)
          break; // no more DOM Levels
        
        Swap(DomToUpdate[UpdateLevel + 1], TempDomStructure);
      }
      
      DomToUpdate[Level].Price = Price;
      DomToUpdate[Level].Volume = Size;
    }
    break;
    
  case UPDATE_DOM:
    {
      DomToUpdate[Level].Price = Price;
      DomToUpdate[Level].Volume = Size;
    }
    break;
    
  case DELETE_DOM:
    {
      // Clear the single level
      memset(&DomToUpdate[Level], 0, sizeof(s_SCDomStructure));
      
      for (int UpdateLevel = Level; UpdateLevel < MAX_NUM_DOM_LEVELS - 1; ++UpdateLevel)
      {
        DomToUpdate[UpdateLevel] = DomToUpdate[UpdateLevel+1];
        //
        //if (DomToUpdate[UpdateLevel + 1].Price == 0)
        //  break; // no more DOM Levels
      }
      
      //if (DomToUpdate[MAX_NUM_DOM_LEVELS - 1].Price != 0)
      {
        DomToUpdate[MAX_NUM_DOM_LEVELS - 1].Price = 0;
        DomToUpdate[MAX_NUM_DOM_LEVELS - 1].Volume = 0;
      }
    }
    break;
    }
}

case INSERT_DOM:
{
s_SCDomStructure TempDomStructure = DomToUpdate[Level];

for (int UpdateLevel = Level; UpdateLevel < MAX_NUM_DOM_LEVELS - 1;
UpdateLevel++)
{
if (TempDomStructure.Price == 0)
break; // no more DOM Levels

Swap(DomToUpdate[UpdateLevel + 1], TempDomStructure);
}

DomToUpdate[Level].Price = Price;
DomToUpdate[Level].Volume = Size;
}

break;

case UPDATE_DOM:
{
DomToUpdate[Level].Price = Price;
DomToUpdate[Level].Volume = Size;
}

break;

case DELETE_DOM:
{
// Clear the single level
memset(&DomToUpdate[Level], 0, sizeof(s_SCDomStructure));

for (int UpdateLevel = Level; UpdateLevel < MAX_NUM_DOM_LEVELS - 1; ++UpdateLevel)
{
DomToUpdate[UpdateLevel] = DomToUpdate[UpdateLevel+1];
//
//if (DomToUpdate[UpdateLevel + 1].Price == 0)
// break; // no more DOM Levels
}

//if (DomToUpdate[MAX_NUM_DOM_LEVELS - 1].Price != 0)
{
DomToUpdate[MAX_NUM_DOM_LEVELS - 1].Price = 0;
DomToUpdate[MAX_NUM_DOM_LEVELS - 1].Volume = 0;
}
}
break;