public static SynthOrderBook FromOrderBooks(OrderBook first, OrderBook second, OrderBook third, AssetPair target) { Debug.Assert(first != null); Debug.Assert(first.AssetPair != null); Debug.Assert(second != null); Debug.Assert(second.AssetPair != null); Debug.Assert(third != null); Debug.Assert(third.AssetPair != null); Debug.Assert(target != null); var result = new SynthOrderBook(target, GetOrdered(new List <OrderBook> { first, second, third }, target)); return(result); }
public static IReadOnlyList <SynthOrderBook> GetSynthsFromAll(AssetPair target, OrderBook source, IReadOnlyList <OrderBook> allOrderBooks) { return(GetSynthsFromAll(target, new List <OrderBook> { source }, allOrderBooks)); }