in orderbook-core/src/main/java/com/epam/deltix/orderbook/core/impl/L2AggregatedQuoteProcessor.java [80:100]
public Quote insertQuote(final Quote insert, final L2MarketSide<Quote> marketSide) {
final int level = marketSide.binarySearchNextLevelByPrice(insert);
Quote quote;
if (level != marketSide.depth()) {
quote = marketSide.getQuote(level);
if (quote.compareTo(insert) == 0) {
@Decimal final long size = add(insert.getSize(), quote.getSize());
quote.setSize(size);
final long numberOfOrders = (insert.getNumberOfOrders() + quote.getNumberOfOrders());
quote.setNumberOfOrders(numberOfOrders);
return quote;
}
}
quote = pool.borrow();
quote.copyFrom(insert);
quote.setExchangeId(TypeConstants.INT64_NULL);
marketSide.add(level, quote);
return quote;
}