/// <summary>
/// Create a new order book instance
/// </summary>
/// <param name="symbol">The symbol the order book is for</param>
/// <param name="options">The options for the order book</param>
public HuobiSymbolOrderBook(string symbol, HuobiOrderBookOptions?options = null) : base(symbol, options ?? new HuobiOrderBookOptions())
{
mergeStep = options?.MergeStep;
_levels = options?.Levels;
if (_levels != 150 && mergeStep != null)
{
throw new ArgumentException("Mergestep only supported with 150 levels");
}
if (_levels == null && mergeStep == null)
{
throw new ArgumentException("Levels need to be set when MergeStep is not set");
}
socketClient = options?.SocketClient ?? new HuobiSocketClient();
_socketOwner = options?.SocketClient == null;
}
/// <summary>
/// Create a new order book instance
/// </summary>
/// <param name="symbol">The symbol the order book is for</param>
/// <param name="options">The options for the order book</param>
public HuobiSymbolOrderBook(string symbol, HuobiOrderBookOptions?options = null) : base(symbol, options ?? new HuobiOrderBookOptions())
{
mergeStep = options?.MergeStep ?? 0;
socketClient = options?.SocketClient ?? new HuobiSocketClient();
}
/// <summary>
///
/// </summary>
/// <param name="mergeStep">The way the entries are merged. 0 is no merge, 2 means to combine the entries on 2 decimal places</param>
/// <param name="socketClient">The client to use for the socket connection. When using the same client for multiple order books the connection can be shared.</param>
public HuobiOrderBookOptions(int?mergeStep = null, IHuobiSocketClient socketClient = null) : base("Huobi", false)
{
SocketClient = socketClient;
MergeStep = mergeStep;
}