FastQuant.Level2SnapshotStreamer.Read C# (CSharp) Méthode

        public override object Read(BinaryReader reader, byte version)
        {
            var l2s = new Level2Snapshot
            {
                DateTime = new DateTime(reader.ReadInt64()),
                ProviderId = reader.ReadByte(),
                InstrumentId = reader.ReadInt32()
            };
            int count;
            count = reader.ReadInt32();
            l2s.Bids = new Bid[count];
            for (var i = 0; i < count; i++)
                l2s.Bids[i] = (Bid)this.streamerManager.Deserialize(reader);
            count = reader.ReadInt32();
            l2s.Asks = new Ask[count];
            for (var i = 0; i < count; i++)
                l2s.Asks[i] = (Ask)this.streamerManager.Deserialize(reader);
            return l2s;
        }