/// <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>
/// parameterized constructor
/// </summary>
public Exchange(IList <CurrencyPair> currencyPairs, ExchangeEssentialsList exchangeEssentialsList)
{
//_currencyPairs.Add(CurrencyConstants.BtcLtc);
//_currencyPairs.Add(CurrencyConstants.XbtLtc);
//_currencyPairs.Add(CurrencyConstants.BtcLtcSeparated);
//_currencyPairs.Add(CurrencyConstants.XbtLtcSeparated);
ExtractCurrencyPairs(currencyPairs);
_exchangeEssentialsList = exchangeEssentialsList;
foreach (var exchangeEssential in _exchangeEssentialsList)
{
//TradeListener tradeListener = new TradeListener();
//IOrderListener orderListener = new OrderListener();
IOrderBookListener orderBookListener = new OrderBookListener();
//IBBOListener bboListener = new BBOListener();
//IDepthListener depthListener = new DepthListener();
exchangeEssential.LimitOrderBook.OrderAccepted -= OnAccept;
exchangeEssential.LimitOrderBook.OrderAccepted -= exchangeEssential.DepthOrderBook.OnOrderAccepted;
exchangeEssential.LimitOrderBook.OrderAccepted += OnAccept;
exchangeEssential.LimitOrderBook.OrderAccepted += exchangeEssential.DepthOrderBook.OnOrderAccepted;
exchangeEssential.LimitOrderBook.OrderCancelled -= exchangeEssential.DepthOrderBook.OnOrderCancelled;
exchangeEssential.LimitOrderBook.OrderCancelled += exchangeEssential.DepthOrderBook.OnOrderCancelled;
exchangeEssential.LimitOrderBook.OrderBookChanged -= exchangeEssential.DepthOrderBook.OnOrderBookChanged;
exchangeEssential.LimitOrderBook.OrderBookChanged -= orderBookListener.OnOrderBookChanged;
exchangeEssential.LimitOrderBook.OrderBookChanged += exchangeEssential.DepthOrderBook.OnOrderBookChanged;
exchangeEssential.LimitOrderBook.OrderBookChanged += orderBookListener.OnOrderBookChanged;
exchangeEssential.LimitOrderBook.OrderChanged -= exchangeEssential.DepthOrderBook.OnOrderChanged;
exchangeEssential.LimitOrderBook.OrderChanged -= exchangeEssential.OrderListener.OnOrderChanged;
exchangeEssential.LimitOrderBook.OrderChanged += exchangeEssential.DepthOrderBook.OnOrderChanged;
exchangeEssential.LimitOrderBook.OrderChanged += exchangeEssential.OrderListener.OnOrderChanged;
exchangeEssential.LimitOrderBook.OrderFilled -= exchangeEssential.DepthOrderBook.OnOrderFilled;
exchangeEssential.LimitOrderBook.OrderFilled += exchangeEssential.DepthOrderBook.OnOrderFilled;
exchangeEssential.LimitOrderBook.TradeExecuted -= exchangeEssential.TradeListener.OnTrade;
exchangeEssential.LimitOrderBook.TradeExecuted += exchangeEssential.TradeListener.OnTrade;
exchangeEssential.DepthOrderBook.BboChanged -= exchangeEssential.BBOListener.OnBBOChange;
exchangeEssential.DepthOrderBook.DepthChanged -= exchangeEssential.DepthListener.OnDepthChanged;
exchangeEssential.DepthOrderBook.BboChanged += exchangeEssential.BBOListener.OnBBOChange;
exchangeEssential.DepthOrderBook.DepthChanged += exchangeEssential.DepthListener.OnDepthChanged;
//exchangeEssential.Update(tradeListener,orderListener,depthListener,bboListener);
}
}