/// <summary>
/// To create a Reactive Extension for the event of the best offer decrease on a specific value.
/// </summary>
/// <param name="marketDepth">The order book to be traced for the event of the best offer decrease on a specific value.</param>
/// <param name="price">The shift value.</param>
/// <returns>Reactive Extension.</returns>
public static IObservable <MarketDepth> RxWhenBestAskPriceLess(this MarketDepth marketDepth, Unit price)
{
if (marketDepth == null)
{
throw new ArgumentNullException(nameof(marketDepth));
}
return(marketDepth.RxQuotesChanged()
.Where(_ => marketDepth.BestAsk != null && marketDepth.BestAsk.Price < price));
}
/// <summary>
/// To create a Reactive Extension for the event of order book spread size decrease on a specific value.
/// </summary>
/// <param name="marketDepth">The order book to be traced for the spread change event.</param>
/// <param name="price">The shift value.</param>
/// <returns>Reactive Extension.</returns>
public static IObservable <MarketDepth> RxWhenSpreadLess(this MarketDepth marketDepth, Unit price)
{
if (marketDepth == null)
{
throw new ArgumentNullException(nameof(marketDepth));
}
var pair = marketDepth.BestPair;
var firstPrice = pair?.SpreadPrice ?? 0;
return(marketDepth.RxQuotesChanged().Where(_ =>
marketDepth.BestPair != null && marketDepth.BestPair.SpreadPrice < (firstPrice - price)));
}