Сомнения в валидности маркет данных

using StockSharp.Algo;
using StockSharp.Algo.Logging;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;

namespace AlgoTrading.Strategies.Development
{
    public class MarketDepthSkeleton : Strategy
    {
        private Order _order;
        private bool _canProcess = true;

        protected override void OnStarted()
        {
            Security
                .WhenMarketDepthChanged()
                .Do(ProcessDepth)
                .Apply(this);
            base.OnStarted();
        }

        private void ProcessDepth(MarketDepth depth)
        {
            if (_canProcess)
            {
                _canProcess = false;
                var orderDirection = _order == null ? OrderDirections.Buy : _order.Direction.Invert();
                _order = this.CreateOrder(orderDirection, depth.GetCurrentPrice(orderDirection).Value);
                this.AddInfoLog("Вход в направлении {0} по цене {1}", _order.Direction, _order.Price);
                var strategy = new MarketQuotingStrategy(_order, new Unit(1, UnitTypes.Step, Security),
                                                         new Unit(1, UnitTypes.Step, Security)) 
                                                         { Volume = Volume };
                strategy.WhenStopped().Do(() => _canProcess = true).Apply(this);
                ChildStrategies.Add(strategy);
            }
        }
    }
}