in simulator/src/main/java/com/google/cloud/JSONOutputConsumer.java [113:135]
private String convert(MarketDepth md) {
String timestamp = sdf.format(new Date(md.getTimestampMS()));
StringBuilder sb = new StringBuilder();
sb.append(String.format("{\"ts\":\"%s\",\"type\":\"marketdepth\",\"gseq\":%d, \"contract\":%d, \"cseq\":%d",
timestamp,
md.getSeqId(),
md.getContractId(),
md.getContractSeqId()));
sb.append(",\"bids\":");
sb.append(PriceQuantityListToString(md.getBidsList()));
sb.append(",\"asks\":");
sb.append(PriceQuantityListToString(md.getOffersList()));
sb.append(",");
if (md.getLastTrade().getQuantity() != 0) {
sb.append(String.format("\"last_trade\":%s", PriceQuantityToString(md.getLastTrade())));
} else {
sb.append("\"last_trade\":{}");
}
sb.append("}");
return sb.toString();
}