public SrvRateCalculator(CachedDataDictionary <string, IAsset> assetsDict, CachedDataDictionary <string, IAssetPair> assetPairsDict, IAssetPairBestPriceRepository bestPriceRepository, IActiveLimitOrdersRepository activeLimitOrdersRepository) { _assetsDict = assetsDict; _assetPairsDict = assetPairsDict; _bestPriceRepository = bestPriceRepository; _activeLimitOrdersRepository = activeLimitOrdersRepository; }
public SrvOrderBookBuilder(IAssetPairsRepository assetPairsRepository, IActiveLimitOrdersRepository activeLimitOrdersRepository) { _assetPairsRepository = assetPairsRepository; _activeLimitOrdersRepository = activeLimitOrdersRepository; }
public static async Task <IEnumerable <ILimitOrder> > GetAsync(this IActiveLimitOrdersRepository repo, string assetPair, OrderAction action) { return((await repo.GetAsync(assetPair)).Where(x => action == OrderAction.Buy ? x.Volume > 0 : x.Volume < 0)); }