/// <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;
}