FastQuant.DataManager.OnLevel2 C# (CSharp) Méthode

        internal void OnLevel2(Level2Snapshot l2s)
        {
            var pId = l2s.ProviderId + 1;
            var iId = l2s.InstrumentId;
            this.idArray_10[pId] = this.idArray_10[pId] ?? new IdArray<OrderBook>(10240);
            var orderBook = this.idArray_10[pId][iId] = this.idArray_10[pId][iId] ?? new OrderBook();
            orderBook.OnLevel2(l2s);
            var orderBookAggr = this.idArray_4[iId] = this.idArray_4[iId] ?? new OrderBookAggr(iId);
            orderBookAggr.OnLevel2(l2s);
        }