FastQuant.DataManager.OnBid C# (CSharp) Method

        internal void OnBid(Bid bid)
        {
            var iId = bid.InstrumentId;
            var pId = bid.ProviderId + 1;
            this.latestBid[iId] = bid;
            this.bidByIIdAndPId[pId] = this.bidByIIdAndPId[pId] ?? new IdArray<Bid>(10240);
            this.bidByIIdAndPId[pId][iId] = bid;
        }