void
add (uint32_t id, char side, uint32_t price, uint32_t size)
{
if (orders.end () != orders.find (id, OrderIdHasher (), OrderIdEqual ()))
{
throw std::runtime_error ("duplicate add");
}
AggregateOrders::iterator found = aggregateOrders.find (std::make_pair (side, price), AggregateOrderLess ());
if (found == aggregateOrders.end ())
{
AggregateOrder *a = aggregateOrderPool.construct (boost::in_place (side, price));
found = aggregateOrders.insert (*a).first;
}
assert(aggregateOrders.end () != found);
Order *order = orderPool.construct (boost::in_place (id, boost::ref (*found)));
assert(order);
bool orderInserted __attribute__((unused)) = orders.insert (*order).second;
assert(orderInserted);
order->size = size;
order->aggregateOrder.size += size;
assert(order->size);
assert(order->aggregateOrder.size);
}
void
reduce (uint32_t id, uint32_t size)
{
Orders::iterator found = orders.find (id, OrderIdHasher (), OrderIdEqual ());
if (found == orders.end ())
{
throw std::runtime_error ("order not found");
}
assert(&*found);
assert(&found->aggregateOrder);
Order &o = *found;
AggregateOrder &a = found->aggregateOrder;
if (size > o.size)
{
throw std::runtime_error ("attempt to over reduce");
}
if (size == o.size)
{
a.size -= o.size;
orders.erase (found);
orderPool.destroy (&o);
if (0 == a.size)
{
aggregateOrders.erase (AggregateOrders::s_iterator_to (a));
aggregateOrderPool.destroy (&a);
}
}
else
{
o.size -= size;
a.size -= size;
assert(o.size);
assert(a.size);
}
}
