Merge pull request enewhuis#13 from thakkarparth007/find_bidask_bug

Fix bug in find_bid and find_ask
maxmalysh · Jan 11, 2017 · d0f0df4 · d0f0df4
2 parents 38fa592 + a3998ab
commit d0f0df4
Show file tree

Hide file tree

Showing 2 changed files with 11 additions and 3 deletions.
diff --git a/src/book/order_book.h b/src/book/order_book.h
@@ -786,6 +786,7 @@ OrderBook<OrderPtr>::find_bid(
       break;
     // Else if this bid's price is too low to match the search price
     } else if (result->first < search_price) {
+      result = bids_.end();
       break; // No more possible
     }
   }
@@ -805,6 +806,7 @@ OrderBook<OrderPtr>::find_ask(
       break;
     // Else if this ask's price is too high to match the search price
     } else if (result->first > search_price) {
+      result = asks_.end();
       break; // No more possible
     }
   }

diff --git a/test/unit/ut_order_book.cpp b/test/unit/ut_order_book.cpp
@@ -936,28 +936,34 @@ TEST(TestMatchMultipleMarketOrderAsk)
 TEST(TestCancelBid)
 {
   SimpleOrderBook order_book;
-  SimpleOrder ask1(false, 1252, 100);
+  SimpleOrder ask2(false, 1252, 100);
+  SimpleOrder ask1(false, 1251, 100);
   SimpleOrder ask0(false, 1251, 100);
   SimpleOrder bid0(true,  1250, 100);
 
   // No match
   ASSERT_TRUE(add_and_verify(order_book, &bid0, false));
   ASSERT_TRUE(add_and_verify(order_book, &ask0, false));
   ASSERT_TRUE(add_and_verify(order_book, &ask1, false));
+  ASSERT_TRUE(add_and_verify(order_book, &ask2, false));
 
   // Verify sizes
   ASSERT_EQ(1, order_book.bids().size());
-  ASSERT_EQ(2, order_book.asks().size());
+  ASSERT_EQ(3, order_book.asks().size());
 
   // Verify depth
   DepthCheck dc(order_book.depth());
   ASSERT_TRUE(dc.verify_bid(1250, 1, 100));
-  ASSERT_TRUE(dc.verify_ask(1251, 1, 100));
+  ASSERT_TRUE(dc.verify_ask(1251, 2, 200));
   ASSERT_TRUE(dc.verify_ask(1252, 1, 100));
 
   // Cancel bid
   ASSERT_TRUE(cancel_and_verify(order_book, &bid0, impl::os_cancelled));
 
+  // Cancel correctness
+  ASSERT_TRUE(cancel_and_verify(order_book, &ask1, impl::os_cancelled));
+  ASSERT_TRUE(cancel_and_verify(order_book, &ask1, impl::os_cancelled));
+
   // Verify depth
   dc.reset();
   ASSERT_TRUE(dc.verify_bid(0,    0,   0));