public static SynthOrderBook FromOrderBook(OrderBook orderBook, AssetPair target)
{
Debug.Assert(orderBook != null);
Debug.Assert(target != null && target.IsValid());
Debug.Assert(target.EqualOrInverted(orderBook.AssetPair));
var result = new SynthOrderBook(target, new List <OrderBook> {
orderBook
});
return(result);
}
public static SynthOrderBook FromOrderBooks(OrderBook first, OrderBook second, AssetPair target)
{
Debug.Assert(first != null);
Debug.Assert(first.AssetPair != null && first.AssetPair.IsValid());
Debug.Assert(second != null);
Debug.Assert(second.AssetPair != null && second.AssetPair.IsValid());
Debug.Assert(target != null && target.IsValid());
var result = new SynthOrderBook(target, GetOrdered(new List <OrderBook> {
first, second
}, target));
return(result);
}