/// <summary>
/// Construct order book top.
/// </summary>
/// <param name="orderBook">The order book.</param>
internal OrderBookTop(OrderBook orderBook)
{
Throw.IfNull(orderBook, nameof(orderBook));
Symbol = orderBook.Symbol;
Bid = orderBook.Bids.First();
Ask = orderBook.Asks.First();
}
/// <summary>
/// Construct order book top.
/// </summary>
/// <param name="symbol">The symbol.</param>
/// <param name="bidPrice">The best bid price.</param>
/// <param name="bidQuantity">The best bid quantity.</param>
/// <param name="askPrice">The best ask price.</param>
/// <param name="askQuantity">The best ask quantity.</param>
public OrderBookTop(string symbol, decimal bidPrice, decimal bidQuantity, decimal askPrice, decimal askQuantity)
{
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (bidPrice > askPrice)
{
throw new ArgumentException($"{nameof(OrderBookTop)} ask price must be greater than the bid price.", nameof(askPrice));
}
Symbol = symbol;
Bid = new OrderBookPriceLevel(bidPrice, bidQuantity);
Ask = new OrderBookPriceLevel(askPrice, askQuantity);
}
/// <summary>
/// Construct order book top.
/// </summary>
/// <param name="symbol">The symbol.</param>
/// <param name="bid">The bid price and quantity.</param>
/// <param name="ask">The ask price and quantity.</param>
public OrderBookTop(string symbol, OrderBookPriceLevel bid, OrderBookPriceLevel ask)
{
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
Throw.IfNull(bid, nameof(bid));
Throw.IfNull(ask, nameof(ask));
if (bid.Price > ask.Price)
{
throw new ArgumentException($"{nameof(OrderBookTop)} ask price must be greater than the bid price.", nameof(ask.Price));
}
Symbol = symbol.FormatSymbol();
Bid = bid;
Ask = ask;
}