public Quote GetQuote(int level)
{
var bid = new Bid();
var ask = new Ask();
Tick tick;
if (Bids.Count < level)
{
tick = Bids[level];
bid = new Bid(tick.DateTime, tick.ProviderId, tick.InstrumentId, tick.Price, tick.Size);
}
if (Asks.Count < level)
{
tick = Asks[level];
ask = new Ask(tick.DateTime, tick.ProviderId, tick.InstrumentId, tick.Price, tick.Size);
}
return new Quote(bid, ask);
}