/// <summary> /// Default Constructor /// </summary> /// <param name="currencyPair"></param> /// <param name="size"> </param> public DepthOrderBook(string currencyPair, int size) { _currencyPair = currencyPair; _size = size; _depth = new Depth(currencyPair, size); }
public void OnDepthChanged(Depth depth) { //Publish to output disruptor OutputDisruptor.Publish(depth); Log.Debug("Depth changed for currency pair: " + depth.CurrencyPair); }