public static PackageHeader createL2VendorUpdate()

in orderbook-sample/src/main/java/com/epam/deltix/orderbook/sample/AbstractSample.java [28:56]


    public static PackageHeader createL2VendorUpdate(final double marketDepth,
                                                     final long exchangeId,
                                                     final CharSequence symbol) {
        final PackageHeader packageHeader = new PackageHeader();
        packageHeader.setEntries(new ObjectArrayList<>());
        packageHeader.setSymbol(symbol);
        packageHeader.setPackageType(PackageType.VENDOR_SNAPSHOT);

        for (int level = 0; level < marketDepth; ++level) {
            final L2EntryNew entryNew = new L2EntryNew();
            entryNew.setPrice(Decimal64Utils.fromDouble(marketDepth + level));
            entryNew.setSize(Decimal64Utils.fromDouble(10));
            entryNew.setLevel((short) level);
            entryNew.setSide(QuoteSide.ASK);
            entryNew.setExchangeId(exchangeId);
            packageHeader.getEntries().add(entryNew);
        }

        for (int level = 0; level < marketDepth; ++level) {
            final L2EntryNew entryNew = new L2EntryNew();
            entryNew.setPrice(Decimal64Utils.fromDouble(marketDepth - level));
            entryNew.setSize(Decimal64Utils.fromDouble(10));
            entryNew.setLevel((short) level);
            entryNew.setSide(QuoteSide.BID);
            entryNew.setExchangeId(exchangeId);
            packageHeader.getEntries().add(entryNew);
        }
        return packageHeader;
    }