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Fix *it access beyond end #7

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Merged
sadhbh-c0d3 merged 1 commit into from
Jul 9, 2026
Merged

Fix *it access beyond end #7

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66 changes: 36 additions & 30 deletions include/orderbook/pricelevelstack.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -87,7 +87,7 @@ namespace sadhbhcraft::orderbook
QuantityType quantity_filled = 0;

auto it = m_orders.begin();
auto end = m_orders.end();
const auto end = m_orders.end();

for (; it != end; ++it)
{
Expand Down Expand Up @@ -191,44 +191,50 @@ namespace sadhbhcraft::orderbook
PriceLevelCompare<MySide> price_compare;

auto it = m_levels.begin();
const auto end = m_levels.end();

if (price_compare(*it, order))
// Loop will skip empty side, and call to price_compare() in first
// iteration will effectively skip all matching if order doesn't
// cross the book. Loop ends when either aggressor's order quantity
// is fulfilled, or price limit has been reached.
for (; it != end; ++it)
{
for (; it != m_levels.end(); ++it)
if (quantity_of(order) == quantity_filled)
{
// Order was fully filled. All aggressor's order quantity
// has been matched
break;
}
else if (price_compare(order, *it))
{
if (quantity_of(order) == quantity_filled)
{
break; //< Order was fully filled
}
else if (price_compare(order, *it))
{
break; //< Order was partially filled
}
// Order was partially filled. Price limit reached or order
// didn't cross the book
break;
}

auto res = it->match_order(
order,
quantity_of(order) - quantity_filled,
std::forward<ExecutionPolicy>(execution_policy));
auto res = it->match_order(
order,
quantity_of(order) - quantity_filled,
std::forward<ExecutionPolicy>(execution_policy));

while (res)
{
auto executed = res();
co_yield executed;
quantity_filled += executed.quantity;
}

if (!it->empty())
{
// Level wasn't fully filled
break;
}
while (res)
{
auto executed = res();
co_yield executed;
quantity_filled += executed.quantity;
}

// Remove all levels that were fully filled, but keep the one
// that still has quantity left
m_levels.erase(m_levels.begin(), it);
if (!it->empty())
{
// Level wasn't fully filled
break;
}
}

// Remove all levels that were fully filled, but keep the one
// that still has quantity left
m_levels.erase(m_levels.begin(), it);

co_return;
}

Expand Down
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