/// <summary>
/// AttentioN! For price calculation at order book update you should use level id and and instrument index <see href=""/></see>
/// example, XBTUSD has 88 index and tick size returned by api =0.5, but to calculate price at orderbookL2 update you should use 0.01. this value is hardcoded
/// </summary>
/// <param name="symbol"></param>
/// <param name="options"></param>
/// <param name="bitmexSocketClient"></param>
public BitmexSymbolOrderBook(string symbol, BitmexSocketOrderBookOptions options, BitmexSocketClient bitmexSocketClient = null) : base(symbol, options)
{
isTestnet = options.IsTestnet;
_bitmexSocketClient = bitmexSocketClient ?? new BitmexSocketClient(new BitmexSocketClientOptions(options.IsTestnet));
InstrumentIndex = options.InstrumentIndex ?? _bitmexSocketClient.GetIndexAndTickForInstrument(symbol).Index;
InstrumentTickSize = options.TickSize.HasValue ? options.TickSize.Value : _bitmexSocketClient.GetIndexAndTickForInstrument(symbol).TickSize;
if (symbol == "XBTUSD")
{
InstrumentTickSize = 0.01m;
}
}
public BitmexSymbolOrderBook(string symbol, bool isTest = false) : this(symbol, defaultOrderBookOptions)
{
isTestnet = isTest;
_bitmexSocketClient = new BitmexSocketClient(new BitmexSocketClientOptions(isTest));
InstrumentIndex = _bitmexSocketClient.GetIndexAndTickForInstrument(symbol).Index;
InstrumentTickSize = _bitmexSocketClient.GetIndexAndTickForInstrument(symbol).TickSize;
if (symbol == "XBTUSD")
{
InstrumentTickSize = 0.01m;
}
}