public SmartOrderRoutingEngine(IProvideMarkets provideMarkets, ICanRouteOrders canRouteOrders, ICanReceiveMarketData canReceiveMarketData) { this.provideMarkets = provideMarkets; this.canRouteOrders = canRouteOrders; this.canReceiveMarketData = canReceiveMarketData; var availableMarkets = provideMarkets.GetAvailableMarkets(); this.markets = availableMarkets.ToDictionary(market => market, market => market); this.marketSnapshotProvider = new MarketSnapshotProvider(availableMarkets, canReceiveMarketData); }
/// <summary> /// Initializes a new instance of the <see cref="MarketSweepSolver"/> class. /// </summary> /// <param name="markets">The market information.</param> public MarketSweepSolver(MarketSnapshotProvider marketSnapshotProvider) { this.marketSnapshotProvider = marketSnapshotProvider; }