internal void OnAsk(Ask ask) { var iId = ask.InstrumentId; var pId = ask.ProviderId + 1; this.latestAsk[iId] = ask; this.askByIIdAndPId[pId] = this.askByIIdAndPId[pId] ?? new IdArray<Ask>(10240); this.askByIIdAndPId[pId][iId] = ask; }