fix to return if a limit order is entirely filled

Kautenja · Feb 16, 2020 · 5e573f9 · 5e573f9
1 parent cc0fbc2
commit 5e573f9
Showing 1 changed file with 6 additions and 2 deletions.
diff --git a/include/limit_order_book.hpp b/include/limit_order_book.hpp
@@ -48,8 +48,10 @@ class LimitOrderBook {
         if (buys.best != nullptr && price <= buys.best->key) {  // crosses
             // place a market order with the limit price
             buys.market(&orders.at(order_id), [&](UID uid) { orders.erase(uid); });
-            if (orders.at(order_id).size == 0)  // order filled
+            if (orders.at(order_id).size == 0) {  // order filled
                 orders.erase(order_id);
+                return;
+            }
         }
         sells.limit(&orders.at(order_id));
     }
@@ -68,8 +70,10 @@ class LimitOrderBook {
         if (sells.best != nullptr && price >= sells.best->key) {  // crosses
             // place a market order with the limit price
             sells.market(&orders.at(order_id), [&](UID uid) { orders.erase(uid); });
-            if (orders.at(order_id).size == 0)  // order filled
+            if (orders.at(order_id).size == 0) {  // order filled
                 orders.erase(order_id);
+                return;
+            }
         }
         buys.limit(&orders.at(order_id));
     }