/// <summary> /// Provides methods and properties which represent a CME limit order book. /// </summary> /// <param name="depth"></param> public OrderBook(int depth) { InitializeOrderBook(depth); Depth = depth; LastTradedPrice = LastTradedPrice.GetDummy(); }
/// <summary> /// Provides methods and properties which represent a CME limit order book. /// </summary> /// <param name="depth"></param> /// <param name="instrumentId"></param> public OrderBook(int depth, int instrumentId) { InitializeOrderBook(depth); Depth = depth; LastTradedPrice = LastTradedPrice.GetDummy(); InstrumentId = instrumentId; }