Insertion sort sides instead of hashmap

Joel Grunbaum

2022-01-19 f99dcdf422310400fe9f20f61697328e87485a34

 protocol.cpp

@@ -175,28 +175,54 @@
                  json::DeletedMessage* message)
{
   if (message->side == book::Buy) {
      bs[message->product].bidSide.erase(message->id);
        for (auto i = bs[message->product].bidSide.begin(); i != bs[message->product].bidSide.end(); i++) {
                    if (i->id == message->id) {
                        bs[message->product].bidSide.erase(i);
                        break;
                    }
                }
   } else {
      bs[message->product].askSide.erase(message->id);
        for (auto i = bs[message->product].askSide.begin(); i != bs[message->product].askSide.end(); i++) {
                    if (i->id == message->id) {
                        bs[message->product].askSide.erase(i);
                        break;
                    }
                }
   }
}
void tradeOrder(std::unordered_map<std::string, book::Book>& bs,
                json::TradeMessage* message)
{
   if (bs.find(message->passiveOrder) != bs.end()) {
      if (message->tradeType == json::BUY_AGGRESSOR) {
         if (message->passiveOrderRemaining > 0) {
            bs[message->product].askSide.at(message->passiveOrder).volume =
               message->passiveOrderRemaining;
            for (auto& i : bs[message->product].askSide) {
                if (i.id == message->passiveOrder) {
                    i.volume = message->passiveOrderRemaining;
                    break;
                }
            }
         } else {
            bs[message->product].askSide.erase(message->passiveOrder);
            for (auto i = bs[message->product].askSide.begin(); i != bs[message->product].askSide.end(); i++) {
                if (i->id == message->passiveOrder) {
                    bs[message->product].askSide.erase(i);
                    break;
                }
            }
         }
      } else if (message->tradeType == json::SELL_AGGRESSOR) {
         if (message->passiveOrderRemaining > 0) {
            bs[message->product].bidSide.at(message->passiveOrder).volume =
               message->passiveOrderRemaining;
            for (auto& i : bs[message->product].bidSide) {
                if (i.id == message->passiveOrder) {
                    i.volume = message->passiveOrderRemaining;
                    break;
                }
            }
         } else {
            bs[message->product].bidSide.erase(message->passiveOrder);
            for (auto i = bs[message->product].bidSide.begin(); i != bs[message->product].bidSide.end(); i++) {
                if (i->id == message->passiveOrder) {
                    bs[message->product].bidSide.erase(i);
                    break;
                }
         }
      }
   }