From 353657fa069326a4036f2c9872e420c85f44b4e9 Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joel.grunbaum@imc.com>
Date: Wed, 12 Jan 2022 02:25:20 +0000
Subject: [PATCH] Added optimisation and test exchange selection in Makefile
---
protocol.cpp | 2 +-
1 files changed, 1 insertions(+), 1 deletions(-)
diff --git a/protocol.cpp b/protocol.cpp
index e21a2df..0396038 100644
--- a/protocol.cpp
+++ b/protocol.cpp
@@ -170,7 +170,7 @@
void tradeOrder(std::unordered_map<std::string, book::Book>& bs,
json::TradeMessage* message)
{
- if (bs.contains(message->passiveOrder)) {
+ 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 =
--
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