public SmartOrderRoutingEngine(IProvideMarkets provideMarkets, ICanRouteOrders canRouteOrders, ICanReceiveMarketData canReceiveMarketData)
{
this.provideMarkets = provideMarkets;
this.canRouteOrders = canRouteOrders;
this.canReceiveMarketData = canReceiveMarketData;
var availableMarkets = provideMarkets.GetAvailableMarkets();
this.markets = availableMarkets.ToDictionary(market => market, market => market);
this.marketSnapshotProvider = new MarketSnapshotProvider(availableMarkets, canReceiveMarketData);
}
/// <summary>
/// Initializes a new instance of the <see cref="MarketSweepSolver"/> class.
/// </summary>
/// <param name="markets">The market information.</param>
public MarketSweepSolver(MarketSnapshotProvider marketSnapshotProvider)
{
this.marketSnapshotProvider = marketSnapshotProvider;
}