Question on addOrdersAtPrice

[WillySeahh]

https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP/blob/main/Chapter7/exchange/matcher/me_order_book.h

For the else case where we are iterating through the double linked list, why do we need a if (addAfter) and then a while loop? We can combine that right? (abit stuck with it)...

[stacygaudreau]

Hi @WillySeahh
Which line of the source are you asking about exactly?

Here's my implementation. I wrote a decent amount of code comments; maybe it will help understand the logic in the section.

https://github.com/stacygaudreau/nitek/blob/main/source/nitek/exchange/orders/ome_order_book.cpp

FYI - my method is named add_price_level() and some of the data structures are named in a way I found to be better, just so you know.

Hope it helps

[WillySeahh]

Thanks @stacygaudreau

Thanks for sharing, i have saw your code in add_price_level()

On your code https://github.com/stacygaudreau/nitek/blob/main/source/nitek/exchange/orders/ome_order_book.cpp, line 199-220.

I was wondering if there is a better way to decide to add_after or add_before. Maybe we can refactor it to only handle add_after? Afterall add_before is basically just add_after of the previous

[stacygaudreau]

No problem. Yeah, I reckon there are some different approaches to the logic there if you want to change it!

There's a pretty decent set of test cases written for the Order Book logic in tests/test_exchange_order_book.cpp. Those might be useful to run on whatever code changes you make to verify that the order book still works properly with the logic changes.