FastQuant.OrderBookAggr.OnLevel2 C# (CSharp) Méthode

OnLevel2() private méthode

private OnLevel2 ( Level2Snapshot l2s ) : void
l2s Level2Snapshot
Résultat void
        internal void OnLevel2(Level2Snapshot l2s)
        {
            lock (this.lck)
            {
                this.bids.Clear();
                this.asks.Clear();
                this.bool_0 = false;
                this.GonEpGhAb[l2s.ProviderId] = new Tuple<DateTime, List<Tick>, List<Tick>>(l2s.DateTime, new List<Tick>(l2s.Bids), new List<Tick>(l2s.Asks));
            }
        }

Same methods

OrderBookAggr::OnLevel2 ( Level2Update l2u ) : void