/// <summary>
/// Default Constructor
/// </summary>
public Exchange(IList <CurrencyPair> currencyPairs)
{
/*_currencyPairs.Add(CurrencyConstants.BtcLtc);
* _currencyPairs.Add(CurrencyConstants.XbtLtc);
* _currencyPairs.Add(CurrencyConstants.BtcLtcSeparated);
* _currencyPairs.Add(CurrencyConstants.XbtLtcSeparated);
* _currencyPairs.Add(CurrencyConstants.BtcDoge);
* _currencyPairs.Add(CurrencyConstants.XbtDoge);
* _currencyPairs.Add(CurrencyConstants.BtcDogeSeparated);
* _currencyPairs.Add(CurrencyConstants.XbtDogeSeparated);*/
ExtractCurrencyPairs(currencyPairs);
foreach (var currencyPair in _currencyPairs)
{
LimitOrderBook orderBook = new LimitOrderBook(currencyPair);
DepthOrderBook depthOrderBook = new DepthOrderBook(currencyPair, 5);
TradeListener tradeListener = new TradeListener();
IOrderListener orderListener = new OrderListener();
IOrderBookListener orderBookListener = new OrderBookListener();
IBBOListener bboListener = new BBOListener();
IDepthListener depthListener = new DepthListener();
orderBook.OrderAccepted -= OnAccept;
orderBook.OrderAccepted -= depthOrderBook.OnOrderAccepted;
orderBook.OrderAccepted += OnAccept;
orderBook.OrderAccepted += depthOrderBook.OnOrderAccepted;
orderBook.OrderCancelled -= depthOrderBook.OnOrderCancelled;
orderBook.OrderCancelled += depthOrderBook.OnOrderCancelled;
orderBook.OrderBookChanged -= depthOrderBook.OnOrderBookChanged;
orderBook.OrderBookChanged -= orderBookListener.OnOrderBookChanged;
orderBook.OrderBookChanged += depthOrderBook.OnOrderBookChanged;
orderBook.OrderBookChanged += orderBookListener.OnOrderBookChanged;
orderBook.OrderChanged -= depthOrderBook.OnOrderChanged;
orderBook.OrderChanged -= orderListener.OnOrderChanged;
orderBook.OrderChanged += depthOrderBook.OnOrderChanged;
orderBook.OrderChanged += orderListener.OnOrderChanged;
orderBook.OrderFilled -= depthOrderBook.OnOrderFilled;
orderBook.OrderFilled += depthOrderBook.OnOrderFilled;
orderBook.TradeExecuted -= tradeListener.OnTrade;
orderBook.TradeExecuted += tradeListener.OnTrade;
depthOrderBook.BboChanged -= bboListener.OnBBOChange;
depthOrderBook.DepthChanged -= depthListener.OnDepthChanged;
depthOrderBook.BboChanged += bboListener.OnBBOChange;
depthOrderBook.DepthChanged += depthListener.OnDepthChanged;
_exchangeEssentialsList.AddEssentials(new ExchangeEssentials(orderBook, depthOrderBook, tradeListener,
orderListener, depthListener, bboListener));
}
}
/// <summary>
/// Default Constructor
/// </summary>
/// <param name="limitOrderBook"></param>
/// <param name="depthOrderBook"></param>
/// <param name="tradeListener"></param>
/// <param name="orderListener"></param>
/// <param name="depthListener"></param>
/// <param name="bboListener"></param>
public ExchangeEssentials(LimitOrderBook limitOrderBook, DepthOrderBook depthOrderBook, ITradeListener tradeListener,
IOrderListener orderListener, IDepthListener depthListener, IBBOListener bboListener)
{
this.LimitOrderBook = limitOrderBook;
this.DepthOrderBook = depthOrderBook;
this.TradeListener = tradeListener;
this.OrderListener = orderListener;
this.DepthListener = depthListener;
this.BBOListener = bboListener;
}