FastQuant.Level2SnapshotStreamer.Write C# (CSharp) Method

Write() public method

public Write ( BinaryWriter writer, object obj ) : void
writer System.IO.BinaryWriter
obj object
return void
        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);
        }
    }