public static IEnumerable <VolumePrice> GetAsks(OrderBook orderBook, AssetPair target)
{
Debug.Assert(orderBook != null);
Debug.Assert(target != null);
Debug.Assert(target.IsEqualOrInverted(orderBook.AssetPair));
var bids = orderBook.Bids;
var asks = orderBook.Asks;
// Streight
if (orderBook.AssetPair.Base == target.Base &&
orderBook.AssetPair.Quote == target.Quote)
{
foreach (var ask in asks)
{
yield return(ask);
}
}
// Inverted
if (orderBook.AssetPair.Base == target.Quote &&
orderBook.AssetPair.Quote == target.Base)
{
foreach (var bid in bids)
{
var ask = bid.Reciprocal();
yield return(ask);
}
}
}
public static SynthOrderBook FromOrderBook(OrderBook orderBook, AssetPair target)
{
Debug.Assert(orderBook != null);
Debug.Assert(target != null);
Debug.Assert(target.IsEqualOrInverted(orderBook.AssetPair));
var result = new SynthOrderBook(target, new List <OrderBook> {
orderBook
});
return(result);
}
