public MarketDepthsManager(List <int> markets, List <double> precisions, AnalyticsOrderMap orders)
{
if (markets == null)
{
throw new ArgumentNullException(nameof(markets));
}
if (orders == null)
{
throw new ArgumentNullException(nameof(orders));
}
if (precisions == null)
{
throw new ArgumentNullException(nameof(precisions));
}
if (precisions.Count < 1)
{
precisions = new List <double> {
1
}
}
;
var depths = new Dictionary <int, Dictionary <double, MarketDepth> >();
foreach (var market in markets)
{
depths.Add(market, new Dictionary <double, MarketDepth>());
foreach (var precision in precisions)
{
depths[market].Add(precision, new MarketDepth(market, precision, orders));
}
}
this.marketDepths = depths.ToImmutableDictionary();
}
public AnalyticsMarket(int asset, AnalyticsOrderMap orderMap)
{
Asset = asset;
Asks = new AnalyticsOrderbook(orderMap)
{
Side = OrderSide.Sell
};
Bids = new AnalyticsOrderbook(orderMap)
{
Side = OrderSide.Buy
};
}
public AnalyticsOrderbook(AnalyticsOrderMap orderMap)
{
this.orderMap = orderMap;
}
public AnalyticsOrderbook(AnalyticsOrderMap orderMap, OrderSide side)
{
this.orderMap = orderMap;
Side = side;
comparer = new OrderInfoWrapperComparer(Side);
}