public static SynthOrderBook FromOrderBooks(OrderBook first, OrderBook second, OrderBook third, AssetPair target)
{
Debug.Assert(first != null);
Debug.Assert(first.AssetPair != null);
Debug.Assert(second != null);
Debug.Assert(second.AssetPair != null);
Debug.Assert(third != null);
Debug.Assert(third.AssetPair != null);
Debug.Assert(target != null);
var result = new SynthOrderBook(target, GetOrdered(new List <OrderBook> {
first, second, third
}, target));
return(result);
}
public static IReadOnlyList <SynthOrderBook> GetSynthsFromAll(AssetPair target, OrderBook source,
IReadOnlyList <OrderBook> allOrderBooks)
{
return(GetSynthsFromAll(target, new List <OrderBook> {
source
}, allOrderBooks));
}