public static string ToDeribitString(this OrderbookDepth depth)
{
switch (depth)
{
case OrderbookDepth._1:
return("1");
case OrderbookDepth._10:
return("10");
case OrderbookDepth._20:
return("20");
default:
throw new Exception();
}
}
// https://docs.deribit.com/v2/#book-instrument_name-group-depth-interval
public static string book(string instrument, OrderbookGrouping group,
OrderbookDepth depth, Interval interval)
{
return $"book.{group}.{instrument}.{group.ToDeribitString()}" +
$".{depth.ToDeribitString()}.{interval.ToDeribitString()}";
}
