From e8c910e52d1807e2fcca3b43d80a9df6acac5387 Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Wed, 12 Jan 2022 06:26:46 +0000
Subject: [PATCH] write price level to each book
---
protocol.cpp | 14 +++++++-------
1 files changed, 7 insertions(+), 7 deletions(-)
diff --git a/protocol.cpp b/protocol.cpp
index e21a2df..0492374 100644
--- a/protocol.cpp
+++ b/protocol.cpp
@@ -109,24 +109,24 @@
case json::SPREAD_TYPE:
case json::CALL_TYPE:
case json::PUT_TYPE:
- announce(bs, dynamic_cast<json::AnnounceMessage*>(message));
+ announce(bs, static_cast<json::AnnounceMessage*>(message));
break;
case json::SETTLEMENT:
- settle(bs, dynamic_cast<json::SettleMessage*>(message));
+ settle(bs, static_cast<json::SettleMessage*>(message));
break;
case json::ADDED:
- addedOrder(bs, dynamic_cast<json::AddedMessage*>(message));
+ addedOrder(bs, static_cast<json::AddedMessage*>(message));
break;
case json::DELETED:
- deletedOrder(bs, dynamic_cast<json::DeletedMessage*>(message));
+ deletedOrder(bs, static_cast<json::DeletedMessage*>(message));
break;
case json::TRADE:
- tradeOrder(bs, dynamic_cast<json::TradeMessage*>(message));
+ tradeOrder(bs, static_cast<json::TradeMessage*>(message));
break;
case json::BROKER_REQUEST:
case json::BROKER_ACK:
case json::BROKER_CONFIRM:
- broker(bs, dynamic_cast<json::Broker*>(message));
+ broker(bs, static_cast<json::Broker*>(message));
break;
default:;
}
@@ -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 =
--
Gitblit v1.9.3