private OnLevel2 ( |
||
l2s | ||
return | void |
internal void OnLevel2(Level2Snapshot l2s)
{
Bids.Clear();
Asks.Clear();
foreach (var b in l2s.Bids)
Bids.Add(new Tick(b));
foreach (var a in l2s.Asks)
Asks.Add(new Tick(a));
}
OrderBook::OnLevel2 ( |