public CsvEnumerator(CsvMarketDataSerializer <TData> serializer, FastCsvReader reader, IMarketDataMetaInfo metaInfo) { if (serializer == null) { throw new ArgumentNullException(nameof(serializer)); } if (reader == null) { throw new ArgumentNullException(nameof(reader)); } if (metaInfo == null) { throw new ArgumentNullException(nameof(metaInfo)); } _serializer = serializer; _reader = reader; _metaInfo = metaInfo; }
public MarketDepthCsvSerializer(SecurityId securityId) : base(securityId) { _quoteSerializer = new QuoteCsvSerializer(securityId); }