/// <summary>
/// To update the order book. The version without checks and blockings.
/// </summary>
/// <param name="bids">Sorted bids.</param>
/// <param name="asks">Sorted asks.</param>
/// <param name="lastChangeTime">Change time.</param>
public void Update(Quote[] bids, Quote[] asks, DateTimeOffset lastChangeTime)
{
//_bidsCache = null;
//_asksCache = null;
_bids = bids;
_asks = asks;
UpdateDepthAndTime(lastChangeTime, false);
QuotesChanged?.Invoke();
//RaiseQuotesChanged();
}
private void RaiseQuotesChanged()
{
QuotesChanged?.Invoke();
}