public ExchangePricesEventArgs(OkExOrderBook orderBook, string channel) : this()
{
var instruments = OkExTrade.ParseInstruments(channel, "_depth_");
Instrument1 = instruments[0];
Instrument2 = instruments[1];
Exchange = ExchangeName.OkEx;
OrderBook = new OrderBookEventArgs(orderBook).OrderBook;
}
public OrderBookEventArgs(OkExOrderBook orders, CurrencyName instrument2 = CurrencyName.Undefined) : this()
{
if (orders.Data.Timestamp > 0)
{
Timestamp = StartTime.AddMilliseconds(orders.Data.Timestamp);
}
OrderBook = new OrderBook();
if (instrument2 != CurrencyName.Undefined)
{
Instrument2 = instrument2;
}
InitAsks(OrderBook, orders.Data.Asks);
InitBids(OrderBook, orders.Data.Bids);
}