FastQuant.OrderBook.OnLevel2 C# (CSharp) Méthode

        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));
        }