Exemple #1
0
 private MatchAggregatorSnapshot SaveAggregateData()
 {
     return(new MatchAggregatorSnapshot(_matchAggregate.AvgPrice.CurrentAvg, _matchAggregate.AvgVolume.CurrentAvg, _priceUpdates.Cast <PriceChanged>().ToList(), _volumeUpdates.Cast <VolumeChanged>().ToList()));
 }