/// <summary>
/// Cryptocurrency order book.
/// Process order book data from one source per one target pair.
/// </summary>
/// <param name="targetPair">Select target pair</param>
/// <param name="source">Provide order book data source</param>
/// <param name="targetType">Select target precision (default: All - accepts every type of data)</param>
public CryptoOrderBook(string targetPair, IOrderBookSource source, CryptoOrderBookType targetType = CryptoOrderBookType.All)
{
CryptoValidations.ValidateInput(targetPair, nameof(targetPair));
CryptoValidations.ValidateInput(source, nameof(source));
TargetPairOriginal = targetPair;
TargetPair = CryptoPairsHelper.Clean(targetPair);
_source = source;
TargetType = targetType;
if (targetType == CryptoOrderBookType.L1 || targetType == CryptoOrderBookType.L2)
{
// save memory, only one order at price level
_priceLevelInitialCapacity = 1;
}
else if (targetType == CryptoOrderBookType.L3)
{
// better performance, could be multiple orders at price level
_priceLevelInitialCapacity = 5;
}
Subscribe();
RestartAutoSnapshotReloading();
RestartValidityChecking();
}
private static void ConfigureOptimized(IOrderBookSource source, ICryptoOrderBook orderBook)
{
source.BufferEnabled = true;
source.BufferInterval = TimeSpan.FromMilliseconds(0);
orderBook.DebugEnabled = false;
orderBook.DebugLogEnabled = false;
orderBook.ValidityCheckEnabled = false;
}
/// <summary>
/// Cryptocurrency order book.
/// Process order book data from one source per one target pair.
/// </summary>
/// <param name="targetPair">Select target pair</param>
/// <param name="source">Provide level 2 source data</param>
public CryptoOrderBookL2(string targetPair, IOrderBookSource source)
{
CryptoValidations.ValidateInput(targetPair, nameof(targetPair));
CryptoValidations.ValidateInput(source, nameof(source));
TargetPairOriginal = targetPair;
TargetPair = CryptoPairsHelper.Clean(targetPair);
_source = source;
Subscribe();
RestartAutoSnapshotReloading();
RestartValidityChecking();
}
