public CsvEnumerator(CsvMarketDataSerializer <TData> serializer, FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
if (serializer == null)
{
throw new ArgumentNullException(nameof(serializer));
}
if (reader == null)
{
throw new ArgumentNullException(nameof(reader));
}
if (metaInfo == null)
{
throw new ArgumentNullException(nameof(metaInfo));
}
_serializer = serializer;
_reader = reader;
_metaInfo = metaInfo;
}
public MarketDepthCsvSerializer(SecurityId securityId)
: base(securityId)
{
_quoteSerializer = new QuoteCsvSerializer(securityId);
}
