FastQuant.EventManager.OnQuote C# (CSharp) Method

        private void OnQuote(Event e)
        {
            var quote = (Quote)e;
            if (quote.Bid != null && quote.Bid.Price != 0)
            {
                var bid = this.framework.DataManager.GetBid(quote.Bid.InstrumentId);
                // Emit OnBid when the last bid has changed.
                if (bid == null || quote.Bid.Price != bid.Price || quote.Bid.Size != bid.Size)
                    OnBid(quote.Bid);
            }

            if (quote.Ask != null && quote.Ask.Price != 0)
            {
                var ask = this.framework.DataManager.GetAsk(quote.Ask.InstrumentId);
                // Emit OnAsk when the last ask has changed.
                if (ask == null || quote.Ask.Price != ask.Price || quote.Ask.Size != ask.Size)
                    OnAsk(quote.Ask);
            }
        }