private SimpleArbEngine(ProcessingContext processingContext, IInstrument instrument1, IInstrument instrument2)
: base(processingContext)
{
instrument1.EnsureNotNull(nameof(instrument1));
instrument2.EnsureNotNull(nameof(instrument2));
if (!_instrument1 !.BaseAsset.Equals(_instrument2 !.BaseAsset))
{
throw new ArgumentException("BaseAsset");
}
if (!_instrument1.QuoteAsset.Equals(_instrument2.QuoteAsset))
{
throw new ArgumentException("BaseAsset");
}
(_instrument1, _instrument2) = (instrument1, instrument2);
}
