FastQuant.OrderBook.GetQuote C# (CSharp) Méthode

        public Quote GetQuote(int level)
        {
            var bid = new Bid();
            var ask = new Ask();
            Tick tick;
            if (Bids.Count < level)
            {
                tick = Bids[level];
                bid = new Bid(tick.DateTime, tick.ProviderId, tick.InstrumentId, tick.Price, tick.Size);
            }
            if (Asks.Count < level)
            {
                tick = Asks[level];
                ask = new Ask(tick.DateTime, tick.ProviderId, tick.InstrumentId, tick.Price, tick.Size);
            }
            return new Quote(bid, ask);
        }