public ExecutionLogConverter(SecurityId securityId,
                                     SortedDictionary <decimal, RefPair <List <ExecutionMessage>, QuoteChange> > bids,
                                     SortedDictionary <decimal, RefPair <List <ExecutionMessage>, QuoteChange> > asks,
                                     MarketEmulatorSettings settings, Func <DateTime, DateTimeOffset> getServerTime)
        {
            if (bids == null)
            {
                throw new ArgumentNullException("bids");
            }

            if (asks == null)
            {
                throw new ArgumentNullException("asks");
            }

            if (settings == null)
            {
                throw new ArgumentNullException("settings");
            }

            if (getServerTime == null)
            {
                throw new ArgumentNullException("getServerTime");
            }

            _bids          = bids;
            _asks          = asks;
            _settings      = settings;
            _getServerTime = getServerTime;
            SecurityId     = securityId;
        }
Example #2
0
 public ExecutionLogConverter(SecurityId securityId,
                              SortedDictionary <decimal, RefPair <LevelQuotes, QuoteChange> > bids,
                              SortedDictionary <decimal, RefPair <LevelQuotes, QuoteChange> > asks,
                              MarketEmulatorSettings settings, Func <DateTimeOffset, DateTimeOffset> getServerTime)
 {
     _bids          = bids ?? throw new ArgumentNullException(nameof(bids));
     _asks          = asks ?? throw new ArgumentNullException(nameof(asks));
     _settings      = settings ?? throw new ArgumentNullException(nameof(settings));
     _getServerTime = getServerTime ?? throw new ArgumentNullException(nameof(getServerTime));
     SecurityId     = securityId;
 }
		public ExecutionLogConverter(SecurityId securityId,
			SortedDictionary<decimal, RefPair<List<ExecutionMessage>, QuoteChange>> bids,
			SortedDictionary<decimal, RefPair<List<ExecutionMessage>, QuoteChange>> asks,
			MarketEmulatorSettings settings)
		{
			if (bids == null)
				throw new ArgumentNullException("bids");

			if (asks == null)
				throw new ArgumentNullException("asks");

			if (settings == null)
				throw new ArgumentNullException("settings");

			_bids = bids;
			_asks = asks;
			_settings = settings;
			SecurityId = securityId;
		}
		public ExecutionLogConverter(SecurityId securityId,
			SortedDictionary<decimal, RefPair<List<ExecutionMessage>, QuoteChange>> bids,
			SortedDictionary<decimal, RefPair<List<ExecutionMessage>, QuoteChange>> asks,
			MarketEmulatorSettings settings, Func<DateTime, DateTimeOffset> getServerTime)
		{
			if (bids == null)
				throw new ArgumentNullException(nameof(bids));

			if (asks == null)
				throw new ArgumentNullException(nameof(asks));

			if (settings == null)
				throw new ArgumentNullException(nameof(settings));

			if (getServerTime == null)
				throw new ArgumentNullException(nameof(getServerTime));

			_bids = bids;
			_asks = asks;
			_settings = settings;
			_getServerTime = getServerTime;
			SecurityId = securityId;
		}