@Override public MarketDataEvent next() { currentTime = currentTime + step; BBOEvent bbo = new BBOEvent(mdId, tradId, new TimeStamp(currentTime), Math.random(), Math.random(), Math.random(), Math.random()); // return bbo; } }
String instId = nbbo.getTradeableInstrumentId(); if (nbbo.getBid() != null) { bestBid.setLimitPrice(nbbo.getBid()); bestBid.setQuantity(nbbo.getBidQuantity()); bestBid.setOpenQuantity(bestBid.getQuantity()); lob.addOrder(bestBid); if (nbbo.getAsk() != null) { LimitOrder bestAsk = new LimitOrder(); bestAsk.setOrderSide(OrderSide.SELL); bestAsk.setLimitPrice(nbbo.getAsk()); bestAsk.setQuantity(nbbo.getAskQuantity()); bestAsk.setOpenQuantity(bestAsk.getQuantity()); lob.addOrder(bestAsk);