Minor refactoring

Author: jmsadair

benchmark/generate_orders.cpp

@@ -8,7 +8,7 @@ void generateOrders(std::vector<Order> &orders, uint32_t num_orders, uint32_t nu
     std::mt19937 gen(rd());
     std::uniform_int_distribution<uint64_t> uniform_dist{0, 10};
     std::uniform_int_distribution<uint64_t> symbol_dist{1, num_symbols};
-    for (uint64_t i = 1; i <= num_orders; ++i)
+    for (auto i = 1; i <= num_orders; ++i)
     {
         OrderSide side = i % 2 == 0 ? OrderSide::Ask : OrderSide::Bid;
         OrderTimeInForce tof = OrderTimeInForce::GTC;

examples/concurrent_market_example.cpp

@@ -10,7 +10,7 @@ int main()
     // Note that there must be one event handler per thread.
     const uint32_t num_threads = 2;
     std::vector<std::unique_ptr<EventHandler>> event_handlers;
-    for (uint32_t i = 0; i < num_threads; ++i)
+    for (auto i = 0; i < num_threads; ++i)
         event_handlers.push_back(std::unique_ptr<EventHandler>(new SimpleEventHandler));
     ConcurrentMarket market{event_handlers, num_threads};
 

include/concurrent/thread_pool.h

@@ -31,7 +31,7 @@ class ThreadPool
         // Try to spawn the threads for the pool.
         try
         {
-            for (uint32_t i = 0; i < num_threads; ++i)
+            for (auto i = 0; i < num_threads; ++i)
             {
                 thread_queues.push_back(std::make_unique<Queue<std::function<void()>>>());
                 threads.emplace_back(&ThreadPool::workerThread, this, i);
@@ -111,7 +111,7 @@ class ThreadPool
         // Try to spawn the threads for the pool.
         try
         {
-            for (uint32_t i = 0; i < num_threads; ++i)
+            for (auto i = 0; i < num_threads; ++i)
                 threads[i] = std::thread(&ThreadPool::workerThread, this, i);
         }
         catch (...)

src/matching/orderbook/map_orderbook.cpp

@@ -348,6 +348,7 @@ void MapOrderBook::updateBidStopOrders()
     }
     std::map<uint64_t, Level> new_trailing_levels;
     auto trailing_levels_it = trailing_stop_bid_levels.begin();
+    // Update the stop price of all existing trailing stop orders.
     while (trailing_levels_it != trailing_stop_bid_levels.end())
     {
         while (!trailing_levels_it->second.empty())
@@ -376,6 +377,7 @@ void MapOrderBook::updateAskStopOrders()
     }
     std::map<uint64_t, Level> new_trailing_levels;
     auto trailing_levels_it = trailing_stop_ask_levels.begin();
+    // Update the stop price of all existing trailing stop orders.
     while (trailing_levels_it != trailing_stop_ask_levels.end())
     {
         while (!trailing_levels_it->second.empty())
@@ -413,6 +415,7 @@ void MapOrderBook::match(Order &order)
             bid_level.reduceVolume(bid_order.getLastExecutedQuantity());
             if (bid_order.isFilled())
                 deleteOrder(bid_order.getOrderID(), true);
+            // Reset the level iterator - iterator may be invalidated if the order is deleted.
             bid_levels_it = bid_levels.rbegin();
         }
     }
@@ -429,6 +432,7 @@ void MapOrderBook::match(Order &order)
             ask_level.reduceVolume(ask_order.getLastExecutedQuantity());
             if (ask_order.isFilled())
                 deleteOrder(ask_order.getOrderID(), true);
+            // Reset the level iterator - iterator may be invalidated if the order is deleted.
             ask_levels_it = ask_levels.begin();
         }
     }