/// <summary>
/// Return discrete clone of limit order book (thread-safe)
/// </summary>
public LimitOrderBook Clone()
{
LimitOrderBook result = new LimitOrderBook(Symbol, Exchange);
lock (_lock)
{
result.Bid = Bid.Clone();
result.Ask = Ask.Clone();
}
return(result);
}
/// <summary>
/// Return a new instance clone of this quote bar, used in fill forward
/// </summary>
/// <returns>A clone of the current quote bar</returns>
public override BaseData Clone()
{
return(new QuoteBar
{
Ask = Ask == null ? null : Ask.Clone(),
Bid = Bid == null ? null : Bid.Clone(),
LastAskSize = LastAskSize,
LastBidSize = LastBidSize,
Symbol = Symbol,
Time = Time,
Period = Period,
Value = Value,
DataType = DataType
});
}
