public override void Write(BinaryWriter writer, object obj)
{
var l2s = (Level2Snapshot)obj;
writer.Write(l2s.DateTime.Ticks);
writer.Write(l2s.ProviderId);
writer.Write(l2s.InstrumentId);
if (GetVersion(l2s) == 1)
writer.Write(l2s.ExchangeDateTime.Ticks);
writer.Write(l2s.Bids.Length);
foreach (var bid in l2s.Bids)
this.streamerManager.Serialize(writer, bid);
writer.Write(l2s.Asks.Length);
foreach (Ask ask in l2s.Asks)
this.streamerManager.Serialize(writer, ask);
}
}