FastQuant.OrderBookAggr.GetQuote C# (CSharp) Méthode

        public Quote GetQuote(int level)
        {
            lock (this.lck)
            {
                if (!this.bool_0)
                    this.method_3();

                var bid = new Bid();
                var ask = new Ask();
                if (this.bids.Count > level)
                {
                    var tick = this.bids[level];
                    bid = new Bid(tick.dateTime, tick.ProviderId, tick.InstrumentId, tick.Price, tick.Size);
                }
                if (this.asks.Count > level)
                {
                    var tick = this.asks[level];
                    ask = new Ask(tick.dateTime, tick.ProviderId, tick.InstrumentId, tick.Price, tick.Size);
                }
                return new Quote(bid, ask);
            }
        }