public MarketDepth getCurrentMarketDepth()

in business-model/src/main/java/com/google/cloud/orderbook/OrderBookBuilder.java [92:141]

38 lines of code
8 McCabe index (conditional complexity)


  public MarketDepth getCurrentMarketDepth(int depth, boolean withTrade) {

    // Create market depth
    MarketDepth.Builder b = MarketDepth.newBuilder();

    // Fill in the depth on the bids and offers
    if (depth > 0) {
      int bids = 0;
      for (Map.Entry<Long, Long> entry : prices.headMap(0L).entrySet()) {
        b.addBids(MarketDepth.PriceQuantity.newBuilder()
          .setPrice(-1 * entry.getKey())
          .setQuantity(entry.getValue())
          .build());
        bids++;
        if (bids == depth) {
          break;
        }
      }

      int asks = 0;
      for (Map.Entry<Long, Long> entry : prices.tailMap(0L).entrySet()) {
        b.addOffers(MarketDepth.PriceQuantity.newBuilder()
          .setPrice(entry.getKey())
          .setQuantity(entry.getValue())
          .build());
        asks ++;
        if (asks == depth) {
          break;
        }
      }
    }

    // Add in the last traded price (if any)
    // NOTE -- if produceResult() isn't called on every update,
    // then you will miss trades!
    if (withTrade &&
        lastOrderBookEvent.getType().equals(OrderBookEvent.Type.EXECUTED)) {
      b.setLastTrade(MarketDepth.PriceQuantity.newBuilder()
        .setQuantity(lastOrderBookEvent.getQuantityFilled())
        .setPrice(lastOrderBookEvent.getPrice()));
    }

    // Add in the metadata
    b.setTimestampMS(lastOrderBookEvent.getTimestampMS())
     .setContractId(lastOrderBookEvent.getContractId())
     .setSeqId(lastOrderBookEvent.getSeqId())
     .setContractSeqId(lastOrderBookEvent.getContractSeqId());

    return b.build();
  }