public void sendPackage()

in java/runner/src/intTest/java/com/epam/deltix/data/connectors/validator/L1DataValidator.java [146:255]
105 lines of code
41 McCabe index (conditional complexity)

    public void sendPackage(PackageHeaderInfo headerInfo) {
        if ((!headerInfo.hasSymbol()) || (!CharSequenceUtils.equals(headerInfo.getSymbol(), symbol))) {
            sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "Incorrect symbol", Severity.ERROR);
        }
        if (!headerInfo.hasEntries()) {
            sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "Missed entries list", Severity.ERROR);
        }
        if (!headerInfo.hasPackageType()) {
            sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "Missed package type", Severity.ERROR);
        }
        if (headerInfo.getEntries().size() == 0) {
            sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "Empty entries list", Severity.WARNING);
        }
        if (headerInfo.getPackageType() == PackageType.VENDOR_SNAPSHOT) {
            long exchangeId = headerInfo.getEntries().get(0).getExchangeId();
            for (int i = 0; i < headerInfo.getEntries().size(); ++i) {
                if (headerInfo.getEntries().get(i).getExchangeId() != exchangeId) {
                    sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "We support only one exchangeId for snapshots", Severity.ERROR);
                }
            }
            DecimalLongDecimalLongPair askPair = bestAskDictionary.get(exchangeId, null);
            DecimalLongDecimalLongPair bidPair = bestBidDictionary.get(exchangeId, null);
            if (askPair != null) {
                askPair.setFirst(Decimal64Utils.POSITIVE_INFINITY);
                bidPair.setFirst(Decimal64Utils.NEGATIVE_INFINITY);
                askPair.setSecond(Decimal64Utils.ZERO);
                bidPair.setSecond(Decimal64Utils.ZERO);
            }
        }
        else if (headerInfo.getPackageType() == PackageType.PERIODICAL_SNAPSHOT) {
            checkPeriodicalSnapshotState(headerInfo);
        }
        exchangeIds.clear();
        previousBestBids.clear();
        previousBestAsks.clear();
        for (int i = 0; i < headerInfo.getEntries().size(); ++i) {
            if (headerInfo.getEntries().get(i) instanceof L1Entry) {
                L1Entry l1Entry = (L1Entry)headerInfo.getEntries().get(i);
                validateEntry(headerInfo, l1Entry);
                if (!l1Entry.hasSize()) continue;
                long exchangeId = l1Entry.getExchangeId();
                if (bestAskDictionary.get(exchangeId, null) == null) {
                    bestAskDictionary.put(exchangeId, new DecimalLongDecimalLongPair(Decimal64Utils.POSITIVE_INFINITY, Decimal64Utils.ZERO));
                    bestBidDictionary.put(exchangeId, new DecimalLongDecimalLongPair(Decimal64Utils.POSITIVE_INFINITY, Decimal64Utils.ZERO));
                }

                DecimalLongDecimalLongPair askPair = bestAskDictionary.get(exchangeId, null);
                DecimalLongDecimalLongPair bidPair = bestBidDictionary.get(exchangeId, null);
                if (!exchangeIds.contains(exchangeId)) {
                    exchangeIds.add(exchangeId);
                    previousBestAsks.add(askPair.getFirst());
                    previousBestBids.add(bidPair.getFirst());
                }
                if ((!l1Entry.hasPrice()) || (!l1Entry.hasSize())) continue;
                if (l1Entry.getSide() == QuoteSide.ASK) {
                    askPair.setFirst(l1Entry.getPrice());
                    askPair.setSecond(l1Entry.getSize());
                } else {
                    bidPair.setFirst(l1Entry.getPrice());
                    bidPair.setSecond(l1Entry.getSize());
                }
            } else if (headerInfo.getEntries().get(i) instanceof TradeEntry) {
                TradeEntry tradeEntry = (TradeEntry)headerInfo.getEntries().get(i);
                validateEntry(headerInfo, tradeEntry);
            }
        }
        long minAsk = Decimal64Utils.POSITIVE_INFINITY;
        long maxAsk = Decimal64Utils.NEGATIVE_INFINITY;
        long minBid = Decimal64Utils.POSITIVE_INFINITY;
        long maxBid = Decimal64Utils.NEGATIVE_INFINITY;

        for (int i = 0; i < exchangeIds.size(); ++i) {
            DecimalLongDecimalLongPair askPair = bestAskDictionary.get(exchangeIds.get(i), null);
            DecimalLongDecimalLongPair bidPair = bestBidDictionary.get(exchangeIds.get(i), null);
            if (!Decimal64Utils.isInfinity(bidPair.getFirst()) && !Decimal64Utils.isInfinity(askPair.getFirst()) && Decimal64Utils.isGreater(bidPair.getFirst(), askPair.getFirst()) && checkBidMoreThanAsk) {
                sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "Bid > Ask", Severity.WARNING);
            }
            if (!Decimal64Utils.isInfinity(askPair.getFirst())) {
                minAsk = Decimal64Utils.min(minAsk, askPair.getFirst());
                maxAsk = Decimal64Utils.max(maxAsk, askPair.getFirst());
            }

            if (!Decimal64Utils.isInfinity(bidPair.getFirst())) {
                minBid = Decimal64Utils.min(minBid, bidPair.getFirst());
                maxBid = Decimal64Utils.max(maxBid, bidPair.getFirst());
            }
            if (checkPackageMisPrice) {
                if (!Decimal64Utils.isInfinity(previousBestAsks.get(i)) && !Decimal64Utils.isZero(previousBestAsks.get(i)) && (!Decimal64Utils.isInfinity(askPair.getFirst()))) {
                    if (Decimal64Utils.isGreater(Decimal64Utils.abs(Decimal64Utils.divide(Decimal64Utils.subtract(previousBestAsks.get(i), askPair.getFirst()), previousBestAsks.get(i))), packageMisPrice)) {
                        sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "Too big price change after this package", Severity.WARNING);
                    }
                }

                if (!Decimal64Utils.isInfinity(previousBestBids.get(i)) && !Decimal64Utils.isZero(previousBestBids.get(i)) && (!Decimal64Utils.isInfinity(bidPair.getFirst()))) {
                    if (Decimal64Utils.isGreater(Decimal64Utils.abs(Decimal64Utils.divide(Decimal64Utils.subtract(previousBestBids.get(i), bidPair.getFirst()), previousBestBids.get(i))), packageMisPrice)) {
                        sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "Too big price change after this package", Severity.WARNING);
                    }
                }
            }
        }
        if (checkExchangeMisPrice) {
            if (!Decimal64Utils.isZero(minAsk) && Decimal64Utils.isGreater(Decimal64Utils.divide(Decimal64Utils.subtract(maxAsk, minAsk), Decimal64Utils.abs(minAsk)), exchangeMisPrice)) {
                sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "Ask Mispricing between exchanges", Severity.WARNING);
            }
            if (!Decimal64Utils.isZero(minBid) && Decimal64Utils.isGreater(Decimal64Utils.divide(Decimal64Utils.subtract(maxBid, minBid), Decimal64Utils.abs(minBid)), exchangeMisPrice)) {
                sendMessageToLogger(headerInfo, TypeConstants.EXCHANGE_NULL, "Bid Mispricing between exchanges", Severity.WARNING);
            }
        }

    }