/// <summary> /// Initializes a new instance of the <see cref="SmartOrderRoutingEngine"/> class. /// </summary> /// <param name="marketsProvider">The markets provider.</param> /// <param name="routeOrders">The order routing.</param> /// <param name="marketDataProvider">The market data provider.</param> public SmartOrderRoutingEngine(IProvideMarkets marketsProvider, ICanRouteOrders routeOrders, ICanReceiveMarketData marketDataProvider) { this.routeOrders = routeOrders; var availableMarkets = marketsProvider.GetAvailableMarketNames(); this.marketSnapshotProvider = new MarketSnapshotProvider(availableMarkets, marketDataProvider); }
/// <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; }