public RealtimeOrderBookClient(string ProductString, CBAuthenticationContainer auth = null)
{
this.ProductString = ProductString;
this.productOrderBookClient = new ProductOrderBookClient(auth);
Sells = new ObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(new DescendingComparer <decimal>());
Buys = new ObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(new DescendingComparer <decimal>());
this.RealtimeOrderBookSubscription = new RealtimeOrderBookSubscription(ProductString, auth);
this.RealtimeOrderBookSubscription.RealtimeOpen += OnOpen;
this.RealtimeOrderBookSubscription.RealtimeDone += OnDone;
this.RealtimeOrderBookSubscription.RealtimeMatch += OnMatch;
this.RealtimeOrderBookSubscription.RealtimeChange += OnChange;
//await ResetStateWithFullOrderBook();
}
public RealtimeOrderBookClient(string ProductString, RealtimeOrderBookSubscription realtimeOrderBookSubscription,
CBAuthenticationContainer auth = null)
{
this.ProductString = ProductString;
this.productOrderBookClient = new ProductOrderBookClient(auth);
Sells = new ConcurrentObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(isMultithreaded: true, comparer: new DescendingComparer <decimal>());
Buys = new ConcurrentObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(isMultithreaded: true, comparer: new DescendingComparer <decimal>());
this.RealtimeOrderBookSubscription = realtimeOrderBookSubscription;
this.RealtimeOrderBookSubscription.RealtimeOpen += OnOpen;
this.RealtimeOrderBookSubscription.RealtimeDone += OnDone;
this.RealtimeOrderBookSubscription.RealtimeMatch += OnMatch;
this.RealtimeOrderBookSubscription.RealtimeChange += OnChange;
// not really used for anything except for their sequence number
this.RealtimeOrderBookSubscription.RealtimeReceived += OnReceived;
this.RealtimeOrderBookSubscription.RealtimeLastMatch += OnLastMatch;
this.RealtimeOrderBookSubscription.Heartbeat += OnHeartbeat;
this.RealtimeOrderBookSubscription.ConnectionClosed += OnConnectionClosed;
}