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); }