/// <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 }); }