FastQuant.OrderBookAggr.GetLevel2Snapshot C# (CSharp) Méthode

        public Level2Snapshot GetLevel2Snapshot(List<byte> providers = null)
        {
            Level2Snapshot result;
            lock (this.lck)
            {
                if (!this.bool_0)
                {
                    this.method_7(providers);
                }
                List<Bid> list = new List<Bid>();
                List<Ask> list2 = new List<Ask>();
                foreach (Tick current in this.bids)
                {
                    if (current is Bid)
                    {
                        list.Add(current as Bid);
                    }
                }
                foreach (Tick current2 in this.asks)
                {
                    if (current2 is Ask)
                    {
                        list2.Add(current2 as Ask);
                    }
                }
                result = new Level2Snapshot(this.dateTime_0, 0, this.instrumentId, list.ToArray(), list2.ToArray());
            }
            return result;
        }