there are some things in Jainee's editOrder function that are not compiling on my end, not sure if that's just a me thing. otherwise here is where each implementation is in my code.
findOrderInBookByOrderId looks up through a map so this should be constant look-up
sortedPricePendingOrders is a queue with prices sorted small->large
findHighestBuy and findLowestSell return the best limit orders in constant time
edit order should do fast quantity updates with by setting volume
fnorman
commented
9 months ago
there are some things in Jainee's editOrder function that are not compiling on my end, not sure if that's just a me thing. otherwise here is where each implementation is in my code.
findOrderInBookByOrderId looks up through a map so this should be constant look-up sortedPricePendingOrders is a queue with prices sorted small->large findHighestBuy and findLowestSell return the best limit orders in constant time edit order should do fast quantity updates with by setting volume