public static IEnumerable <LimitOrder> GetAsks(OrderBook orderBook, AssetPair target)
{
Debug.Assert(orderBook != null);
Debug.Assert(target != null && target.IsValid());
Debug.Assert(target.EqualOrInverted(orderBook.AssetPair));
var bids = orderBook.Bids;
var asks = orderBook.Asks;
// Streight
if (orderBook.AssetPair.Base.Id == target.Base.Id &&
orderBook.AssetPair.Quote.Id == target.Quote.Id)
{
foreach (var ask in asks)
{
yield return(ask);
}
}
// Inverted
if (orderBook.AssetPair.Base.Id == target.Quote.Id &&
orderBook.AssetPair.Quote.Id == target.Base.Id)
{
foreach (var bid in bids)
{
var ask = bid.Reciprocal();
yield return(ask);
}
}
}
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);
}