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;
}