public Quote processL2EntryNew()

in orderbook-core/src/main/java/com/epam/deltix/orderbook/core/impl/AbstractL2MultiExchangeProcessor.java [156:192]

28 lines of code
7 McCabe index (conditional complexity)


    public Quote processL2EntryNew(final PackageHeaderInfo pck, final L2EntryNewInfo msg) {
        assert pck.getPackageType() == PackageType.INCREMENTAL_UPDATE;
        final QuoteSide side = msg.getSide();
        final int level = msg.getLevel();
        @Alphanumeric final long exchangeId = msg.getExchangeId();

        final Option<MutableExchange<Quote, L2Processor<Quote>>> holder = getOrCreateExchange(exchangeId);
        // Duplicate
        if (!holder.hasValue() || holder.get().getProcessor().isWaitingForSnapshot()) {
            return null;
        }

        final L2Processor<Quote> exchange = holder.get().getProcessor();

        final L2MarketSide<Quote> marketSide = exchange.getMarketSide(side);
        if (marketSide.isInvalidInsert(level, msg.getPrice(), msg.getSize(), exchangeId)) {
            if (validationOptions.isQuoteInsert()) {
                unmapQuote(exchange);
                exchange.processL2EntryNew(pck, msg);
            }
            return null;
        }

        //Remove worst quote
        //...maybe we should remove
        if (marketSide.isFull()) {
            removeQuote(marketSide.getWorstQuote(), side);
        }

        // We process quote as new by single exchange and then insert it to the aggregated  book
        final Quote quote = exchange.processL2EntryNew(pck, msg);
        if (quote == null) {
            return null;
        }
        final Quote insertQuote = insertQuote(quote, side);
        return insertQuote;
    }