void initUpdateMarketData()

in orderbook-benchmark/src/jmh/java/com/epam/deltix/orderbook/benchmark/AbstractOrderBookBenchmarkAll.java [36:61]


    void initUpdateMarketData(final int maxDepth,
                              final int numberOfExchange) {
        for (int exchangeId = 0; exchangeId < numberOfExchange; exchangeId++) {
            for (int level = 0; level < maxDepth; ++level) {
                final L2EntryUpdate entryUpdate = new L2EntryUpdate();
                entryUpdate.setPrice(Decimal64Utils.fromDouble(maxDepth + level));
                entryUpdate.setSize(Decimal64Utils.fromDouble(10));
                entryUpdate.setLevel((short) level);
                entryUpdate.setSide(QuoteSide.ASK);
                entryUpdate.setExchangeId(exchangeId);
                entryUpdate.setAction(BookUpdateAction.UPDATE);
                updateOffers.add(entryUpdate);
            }

            for (int level = 0; level < maxDepth; ++level) {
                final L2EntryUpdate entryUpdate = new L2EntryUpdate();
                entryUpdate.setPrice(Decimal64Utils.fromDouble(maxDepth - level));
                entryUpdate.setSize(Decimal64Utils.fromDouble(10));
                entryUpdate.setLevel((short) level);
                entryUpdate.setSide(QuoteSide.BID);
                entryUpdate.setExchangeId(exchangeId);
                entryUpdate.setAction(BookUpdateAction.UPDATE);
                updateBids.add(entryUpdate);
            }
        }
    }