Example #1
0
        /// <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;
 }