OrderBook.cpp

enum class Side {Bid, Ask};
using orderId = uint64_t;
using Volume = int64_t;
void ModifyOrder(uint_64_t orderId, Volume newVolume);
void 
AddOrder(uint64_t orderId, Side side, Price price, Volume volume)
{
	...
	auto [it, inserted] = mOrders.emplace(orderID,...);
	EXPECT(inserted,"duplicate order");
	...
}
void
DeleteOrder(uint64_t orderId)
{
	auto it = mOrders.find(orderId);
	EXPECT(it != mOrders.end(), "missing order");
}
std::Map<Price,Volume, std::greater<Price>> mbidLevels;
std::Map<Price,Volume, std::less<Price>> maskLevels;

template <class T>
typename T::iterator AddOrder(T& levels, Price price, Volume volume)
{
	auto [it,inserted] = levels.try_emplace(price,volume);
	if (inserted==false)
		it->second +=volume;
	return it;
}

template <class T>
void DeleteOrder(typename T::iterator, T&levels, Price price, Volume volume)
{
	it->second -= volume;
	if (it->second <= 0)
		levels.erase(it);
}