in orderbook-benchmark/src/jmh/java/com/epam/deltix/orderbook/benchmark/AbstractOrderBookBenchmarkAll.java [63:96]
PackageHeader createVendorUpdate(final int maxDepth,
final int exchangeId,
final CharSequence symbol) {
if (packageHeader.hasEntries()) {
packageHeader.getEntries().clear();
} else {
packageHeader.setEntries(new ObjectArrayList<>());
}
packageHeader.setSymbol(symbol);
packageHeader.setPackageType(PackageType.VENDOR_SNAPSHOT);
for (int level = 0; level < maxDepth; ++level) {
final L2EntryNew entryNew = new L2EntryNew();
entryNew.setPrice(Decimal64Utils.fromDouble(maxDepth + level));
entryNew.setSize(Decimal64Utils.fromDouble(random.nextInt(1000)));
entryNew.setLevel((short) level);
entryNew.setSide(QuoteSide.ASK);
entryNew.setExchangeId(exchangeId);
packageHeader.getEntries().add(entryNew);
}
for (int level = 0; level < maxDepth; ++level) {
final L2EntryNew entryNew = new L2EntryNew();
entryNew.setPrice(Decimal64Utils.fromDouble(maxDepth - level));
entryNew.setSize(Decimal64Utils.fromDouble(random.nextInt(1000)));
entryNew.setLevel((short) level);
entryNew.setSide(QuoteSide.BID);
entryNew.setExchangeId(exchangeId);
packageHeader.getEntries().add(entryNew);
}
return packageHeader;
}