private List generateOrder()

in simulator/src/main/java/com/google/cloud/simulator/Simulator.java [136:200]
47 lines of code
9 McCabe index (conditional complexity)

  private List<OrderBookEvent> generateOrder() {
    long qty = (long)(minQty + (maxQty - minQty) * r.nextDouble());
 
    // Set back to 0.02
    if (r.nextDouble() < 0.0) {
      buySellBias = r.nextDouble();
      if (buySellBias > 0.65)
        buySellBias = 0.65;
      else if (buySellBias < 0.35)
        buySellBias = 0.35;
    }

    // Adjust midprice to trailing average traded price
    if (trailingShares > 0)
      midprice = Math.round(trailingSV / trailingShares);

    // Adjust buy sell bias by how close we are to the outer edges of trading (+/- 50)
    double priceShift = (r.nextDouble() * range) - (range / 2.0);
    if (midprice < anchorMidprice) {
      priceShift += Math.pow((anchorMidprice - midprice)/50, 2) * r.nextDouble() * 3;
    } else {
      priceShift -= Math.pow((midprice - anchorMidprice)/50, 2) * r.nextDouble() * 3;
    }
    
    long price;
    OrderBookEvent.Side side;
    if (r.nextDouble() < buySellBias) {
      side = OrderBookEvent.Side.BUY;
      price = Math.round(midprice + (priceShift - shift));
    } else {
      side = OrderBookEvent.Side.SELL;
      price = Math.round(midprice + (priceShift + shift));
    }

    // Determine the Order
    final Order o = context.newOrder(side, price, qty);
    
    context.add(orderTicks, new Callable<List<OrderBookEvent>>() {
      @Override
      public List<OrderBookEvent> call() throws Exception {
        return generateOrder();
      }
    });

    // Remove the order in the future
    context.add(orderTicks + cancelTicks, new Callable<List<OrderBookEvent>>() {
      @Override
      public List<OrderBookEvent> call() throws Exception {
        return m.remove(o);
      }
    });

    // Add the order
    List<OrderBookEvent> b = m.add(o);

    // Adjust the fills based on execution events
    for (OrderBookEvent obe : b) {
      if (obe.getQuantityFilled() > 0) {
        addExecution(obe.getPrice(), obe.getQuantityFilled());
      }
    }

    // Return the events
    return b;
  }