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OrderBook.cpp
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40 lines (30 loc) · 774 Bytes
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//
// Created by Johnnie Parris on 7/4/2026.
//
#include "OrderBook.h"
OrderBook::OrderBook() = default;
OrderBook::~OrderBook() = default;
void OrderBook::newOrder(Order* order) {
if (order->get_side() == Side::Buy) {
addBid(order);
} else
addAsk(order);
}
void OrderBook::addBid(Order* order) {
for (auto it = bids_.begin(); it != bids_.end(); ++it) {
if (it->get_price() > order->get_price()) {
continue;
}
bids_.insert(it, *order);
break;
}
}
void OrderBook::addAsk(Order* order) {
for (auto it = asks_.begin(); it != asks_.end(); ++it) {
if (it->get_price() < order->get_price()) {
continue;
}
asks_.insert(it, *order);
break;
}
}