public AggregateBook(int depth, IEnumerable <AggregateBookLevel> bids, IEnumerable <AggregateBookLevel> asks) { Depth = depth; Bids = new AggregateBookLevel[depth]; Asks = new AggregateBookLevel[depth]; var b = bids.ToArray(); var a = asks.ToArray(); for (int i = 0; i < 10; i++) { if (i < b.Length) { Bids[i] = b[i]; } if (i < a.Length) { Asks[i] = a[i]; } } }
public AggregateBook(int depth) { Depth = depth; Bids = new AggregateBookLevel[depth]; Asks = new AggregateBookLevel[depth]; }