internal static double[] QuoteArraySpread(Quote[] quotes)
{
return quotes.SelectToArray(b => b.Spread);
}
internal static double[] QuoteArrayAsk(Quote[] quotes)
{
return quotes.SelectToArray(b => b.HasAsk ? b.Ask : -1);
}
internal static DateTime[] QuoteArrayCreateTime(Quote[] quotes)
{
var timesAsEpoch = quotes.SelectToArray(b => b.CreatingTime);
return timesAsEpoch;
}
internal static double[] QuoteArrayBid(Quote[] quotes)
{
return quotes.SelectToArray(b => b.HasBid ? b.Bid : -1);
}