QuoteEventBuilder<BidEvent> bidBuilder = QuoteEventBuilder.bidEvent(instrument); bidBuilder.withAction(quoteAction); bidBuilder.withCount(mdEntry.getInt(quickfix.field.NumberOfOrders.FIELD)); bidBuilder.withEventType(inIsSnapshot?EventType.SNAPSHOT_PART:EventType.UPDATE_PART); bidBuilder.withExchange(exchange); int level = mdEntry.getInt(quickfix.field.MDEntryPositionNo.FIELD); bidBuilder.withLevel(level); bidBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD)); QuoteEventBuilder<AskEvent> askBuilder = QuoteEventBuilder.askEvent(instrument); askBuilder.withAction(quoteAction); askBuilder.withCount(mdEntry.getInt(quickfix.field.NumberOfOrders.FIELD)); askBuilder.withEventType(inIsSnapshot?EventType.SNAPSHOT_PART:EventType.UPDATE_PART); askBuilder.withExchange(exchange); level = mdEntry.getInt(quickfix.field.MDEntryPositionNo.FIELD); askBuilder.withLevel(level); askBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD));
QuoteEventBuilder<BidEvent> bidBuilder = QuoteEventBuilder.bidEvent(instrument); bidBuilder.withAction(quoteAction); bidBuilder.withCount(mdEntry.getInt(quickfix.field.NumberOfOrders.FIELD)); bidBuilder.withEventType(inIsSnapshot?EventType.SNAPSHOT_PART:EventType.UPDATE_PART); bidBuilder.withExchange(exchange); int level = mdEntry.getInt(quickfix.field.MDEntryPositionNo.FIELD); bidBuilder.withLevel(level); bidBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD)); QuoteEventBuilder<AskEvent> askBuilder = QuoteEventBuilder.askEvent(instrument); askBuilder.withAction(quoteAction); askBuilder.withCount(mdEntry.getInt(quickfix.field.NumberOfOrders.FIELD)); askBuilder.withEventType(inIsSnapshot?EventType.SNAPSHOT_PART:EventType.UPDATE_PART); askBuilder.withExchange(exchange); level = mdEntry.getInt(quickfix.field.MDEntryPositionNo.FIELD); askBuilder.withLevel(level); askBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD));