/// <summary> Constructor. </summary>
///
/// <remarks> Paul, 27/02/2015. </remarks>
///
/// <param name="spreadPercent"> The spread percent. </param>
/// <param name="windowPercent"> The window percent. </param>
/// <param name="feedPrice"> The feed price. </param>
/// <param name="inventoryRatio"> The inventory ratio. </param>
public PriceDiscovery(decimal spreadPercent, decimal windowPercent, decimal feedPrice, decimal inventoryRatio)
{
decimal desiredSpread = GetSpreadBtc(feedPrice, spreadPercent);
m_windowRange = GetSpreadBtc(feedPrice, windowPercent);
m_glosten = new GlostenMilgromDesiredSpread(desiredSpread, feedPrice - m_windowRange / 2, feedPrice + m_windowRange / 2, inventoryRatio);
}
/// <summary> Constructor. </summary>
///
/// <remarks> Paul, 27/02/2015. </remarks>
///
/// <param name="spreadPercent"> The spread percent. </param>
/// <param name="windowPercent"> The window percent. </param>
/// <param name="feedPrice"> The feed price. </param>
/// <param name="inventoryRatio"> The inventory ratio. </param>
public PriceDiscovery(decimal spreadPercent, decimal windowPercent, decimal feedPrice, decimal inventoryRatio)
{
decimal desiredSpread = GetSpreadBtc(feedPrice, spreadPercent);
m_windowRange = GetSpreadBtc(feedPrice, windowPercent);
m_glosten = new GlostenMilgromDesiredSpread(desiredSpread, feedPrice - m_windowRange / 2, feedPrice + m_windowRange / 2, inventoryRatio);
}
