public FdkRealTimeQuote[] BuildSnapshot()
{
if (LastEventData == null)
{
return(new FdkRealTimeQuote[0]);
}
Quote lastTick = LastEventData.Tick;
var maxBidAsks = Math.Max(lastTick.Bids.Length, lastTick.Asks.Length);
var resultList = new List <FdkRealTimeQuote>();
for (var i = 0; i < maxBidAsks; i++)
{
var newItem = new FdkRealTimeQuote()
{
ReceivingTime = LastEventData.ReceivingTime,
SendingTime = LastEventData.SendingTime
};
if (i < lastTick.Bids.Length)
{
newItem.BidPrice = lastTick.Bids[i].Price;
newItem.BidVolume = lastTick.Bids[i].Volume;
}
if (i < lastTick.Asks.Length)
{
newItem.AskPrice = lastTick.Asks[i].Price;
newItem.AskVolume = lastTick.Asks[i].Volume;
}
resultList.Add(newItem);
}
return(resultList.ToArray());
}
public FdkRealTimeQuote[] BuildSnapshot()
{
if (LastEventData == null)
{
return new FdkRealTimeQuote[0];
}
Quote lastTick = LastEventData.Tick;
var maxBidAsks = Math.Max(lastTick.Bids.Length, lastTick.Asks.Length);
var resultList = new List<FdkRealTimeQuote>();
for (var i = 0; i < maxBidAsks; i++)
{
var newItem = new FdkRealTimeQuote()
{
ReceivingTime = LastEventData.ReceivingTime,
SendingTime = LastEventData.SendingTime
};
if (i < lastTick.Bids.Length)
{
newItem.BidPrice = lastTick.Bids[i].Price;
newItem.BidVolume = lastTick.Bids[i].Volume;
}
if (i < lastTick.Asks.Length)
{
newItem.AskPrice = lastTick.Asks[i].Price;
newItem.AskVolume = lastTick.Asks[i].Volume;
}
resultList.Add(newItem);
}
return resultList.ToArray();
}