/// <summary>
/// Provides methods and properties which represent a CME limit order book.
/// </summary>
/// <param name="depth"></param>
public OrderBook(int depth)
{
InitializeOrderBook(depth);
Depth = depth;
LastTradedPrice = LastTradedPrice.GetDummy();
}
/// <summary>
/// Provides methods and properties which represent a CME limit order book.
/// </summary>
/// <param name="depth"></param>
/// <param name="instrumentId"></param>
public OrderBook(int depth, int instrumentId)
{
InitializeOrderBook(depth);
Depth = depth;
LastTradedPrice = LastTradedPrice.GetDummy();
InstrumentId = instrumentId;
}
/// <summary>
/// Deep copies the calling LastTradedPrice to the LastTradedPrice object specified as a parameter.
/// </summary>
/// <param name="destinationLastTradedPrice"></param>
public void CopyInto(LastTradedPrice destinationLastTradedPrice)
{
destinationLastTradedPrice.Price = Price;
destinationLastTradedPrice.Size = Size;
destinationLastTradedPrice.UpdateTime = UpdateTime;
}
/// <summary>
/// Deep copies the calling LastTradedPrice to the LastTradedPrice object specified as a parameter.
/// </summary>
/// <param name="destinationLastTradedPrice"></param>
public void CopyInto(LastTradedPrice destinationLastTradedPrice)
{
destinationLastTradedPrice.Price = Price;
destinationLastTradedPrice.Size = Size;
destinationLastTradedPrice.UpdateTime = UpdateTime;
}
