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Code Issues Releases Wiki Activity

Added strict levels to symbol order book

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JKorf
2020-06-16 16:18:57 +02:00
parent c60131d464
commit 20bf8df4ef
3 changed files with 59 additions and 148 deletions
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CryptoExchange.Net/Objects/Options.cs
+12 -2
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@@ -44,20 +44,30 @@ namespace CryptoExchange.Net.Objects
/// </summary>
public bool SequenceNumbersAreConsecutive { get; }
/// <summary>
/// Whether or not a level should be removed from the book when it's pushed out of scope of the limit. For example with a book of limit 10,
/// when a new bid is added which makes the total amount of bids 11, should the last bid entry be removed
/// </summary>
public bool StrictLevels { get; }
/// <summary>
/// </summary>
/// <param name="name">The name of the order book implementation</param>
/// <param name="sequencesAreConsecutive">Whether each update should have a consecutive id number. Used to identify and reconnect when numbers are skipped.</param>
public OrderBookOptions(string name, bool sequencesAreConsecutive)
/// <param name="strictLevels">Whether or not a level should be removed from the book when it's pushed out of scope of the limit. For example with a book of limit 10,
/// when a new bid is added which makes the total amount of bids 11, should the last bid entry be removed</param>
/// <param name="levels">Amount of levels for this order book</param>
public OrderBookOptions(string name, bool sequencesAreConsecutive, bool strictLevels)
{
OrderBookName = name;
SequenceNumbersAreConsecutive = sequencesAreConsecutive;
StrictLevels = strictLevels;
}
/// <inheritdoc />
public override string ToString()
{
return $"{base.ToString()}, OrderBookName: {OrderBookName}, SequenceNumbersAreConsequtive: {SequenceNumbersAreConsecutive}";
return $"{base.ToString()}, OrderBookName: {OrderBookName}, SequenceNumbersAreConsequtive: {SequenceNumbersAreConsecutive}, StrictLevels: {StrictLevels}";
}
}