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denarius-exchange / denarius

An open-source financial exchange
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Use vectors in order book implementation #13

Closed analyticbastard closed 10 years ago

analyticbastard commented 10 years ago

We have had lists as the supporting framework for the limit bid and ask lists of lists. As of commit 6f01ba42e7986915d0c7228a14d38ba4812b6cc8 , we have hash-maps that use the order-id as the key, improving performance.

This proposal introduces changes to the limit bid and asks queues so that vectors should be used. This allows for quick operations that could potentially speed matching up to x5 (x10 from using the old implementation of lists).

analyticbastard commented 10 years ago

I want also to branch out the current hash-map implementation since it could be useful in the future

analyticbastard commented 10 years ago

Created branch with-hashmaps from commit c79a0e6bbf6887cd85a13b99cea4d72b3d34aa9e