/// <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);
}