我尝试在C ++（非常简单的一个）中实现限价订单簿，方法是std::map，其中键是价格点，值是PricePoint个对象。
Book类有两个，bid和ask来分别存储购买和销售。
#include <iostream>
#include <map>
#include <list>
using namespace std;
#define MAX_NUM_ORDERS 512
class Order
{
public:
unsigned int id;
unsigned int price;
unsigned int volume;
bool side;
time_t added;
time_t executed;
time_t cancelled;
Order *next;
Order *prev;
Order(unsigned int price, unsigned int volume, bool side)
{
this->id = 0;
this->price = price;
this->volume = volume;
this->side = side;
this->added = 0;
this->executed = 0;
this->cancelled = 0;
this->next = 0;
this->prev = 0;
}
};
class PricePoint
{
public:
Order *head;
Order *tail;
PricePoint(void)
{
this->head = 0;
this->tail = 0;
}
void insertAfter(Order *node, Order new_node)
{
new_node.next = node->next;
if(node->next == 0)
{
this->tail = &new_node;
}
else
{
node->next->prev = &new_node;
}
node->next = &new_node;
}
void insertHead(Order new_node)
{
if(this->head == 0)
{
this->head = &new_node;
this->tail = &new_node;
new_node.prev = 0;
new_node.next = 0;
}
else
{
insertAfter(this->tail, new_node);
}
}
void insertTail(Order new_node)
{
if (this->tail == 0)
{
insertHead(new_node);
}
else
{
insertAfter(this->tail, new_node);
}
}
unsigned int count(void)
{
unsigned int i;
Order node(0, 0, false);
while(node.next == 0)
{
for(i=0;i<=MAX_NUM_ORDERS;i++)
{
// lol
}
}
return i;
}
bool empty(void)
{
if(this->head == 0)
{
return true;
}
else
{
return false;
}
}
void print(void)
{
if(this->empty() == true)
{
cout<<"[None]"<<endl;
return;
}
else
{
if(this->head != 0)
{
unsigned int i;
Order *node = this->head; // start at the head
cout<<"id, volume, added"<<endl; // labels
while(node->next != 0) // while we're not at the end
{
cout<<node->id<<", "<<node->volume<<", "<<node->added<<endl;
node = node->next;
}
}
else // try and catch it again i guess?
{
cout<<"[None]"<<endl;
return;
}
}
}
};
class Book
{
public:
map<int, PricePoint> bid; // buy-side
map<int, PricePoint> ask; // sell-side
int add(Order order)
{
order.id = this->bid.size() + this->ask.size() + 1; // this way, buy-side and sell-side orders have unique identifiers
if(order.side == false) // buy order
{
if(this->bid.count(order.price) == 0) // if the price point isn't already there
{
PricePoint pp;
pair<int, PricePoint> new_pp(order.price, pp);
bid.insert(new_pp); // add the price point (i.e. add an entry to the map)
}
else
{
this->bid[order.price].insertTail(order); // insert at tail of the doubly linked list
}
}
else if(order.side == true) // sell order
{
if(this->bid.count(order.price) == 0)
{
PricePoint pp;
pair<int, PricePoint> new_pp(order.price, pp);
ask.insert(new_pp); // add the price point (i.e. add an entry to the map)
}
{
this->ask[order.price].insertTail(order); // insert at the tail of the doubly linked list
}
}
return order.id; // the order's id
}
int cancel(unsigned int id)
{
}
void print(void)
{
unsigned int i = 0;
cout<<"-------------------------------------BIDS--------------------------------------"<<endl;
cout<<this->bid.size()<<endl;
for(i=0;i<this->bid.size();i++)
{
cout<<"Orders for $"<<i<<":"<<endl;
this->bid[i].print();
}
i = 0;
cout<<endl;
cout<<"-------------------------------------ASKS--------------------------------------"<<endl;
for(i=0;i<this->ask.size();i++)
{
cout<<"Orders for $"<<i<<":"<<endl;
this->ask[i].print();
}
cout<<endl;
}
};
int main(void)
{
unsigned int i;
Book orderbook; // our limit order book
// some orders
Order a(4, 33, false);
Order b(4, 12, true);
Order c(5, 33, true);
//add them
orderbook.add(a);
orderbook.add(b);
orderbook.add(c);
cout<<"Order book is as follows:"<<endl;
orderbook.print();
system("pause");
return 0;
}
我想打印订单簿，但是当我尝试遍历列表时，我遇到了未处理的异常，如下所示：
Unhandled exception at 0x00a418aa in orderbook.exe: 0xC0000005: Access violation reading location 0x00000039.
在调试器中，我发现next指针最终变成垃圾，表示我未能正确初始化，是吗？
此外，程序在排除之前输出垃圾数据（也表示未初始化的指针）。
非常感谢任何帮助，非常感谢你。
答案 0 :(得分：0)
这些：
void insertAfter(Order *node, Order new_node)
void insertHead(Order new_node)
void insertTail(Order new_node)
插入指向局部变量的指针。他们必须拿一个指针：
void insertAfter(Order *node, Order* new_node)
void insertHead(Order* new_node)
void insertTail(Order* new_node)
试试这个（并且我猜错了）：
#include <iostream>
#include <map>
#include <list>
using namespace std;
#define MAX_NUM_ORDERS 512
class Order
{
public:
unsigned int id;
unsigned int price;
unsigned int volume;
bool side;
time_t added;
time_t executed;
time_t cancelled;
Order *next;
Order *prev;
Order(unsigned int price, unsigned int volume, bool side)
{
this->id = 0;
this->price = price;
this->volume = volume;
this->side = side;
this->added = 0;
this->executed = 0;
this->cancelled = 0;
this->next = 0;
this->prev = 0;
}
};
class PricePoint
{
public:
Order *head;
Order *tail;
PricePoint(void)
{
this->head = 0;
this->tail = 0;
}
void insertAfter(Order *node, Order* new_node)
{
new_node->next = node->next;
if(node->next == 0)
{
this->tail = new_node;
}
else
{
node->next->prev = new_node;
}
node->next = new_node;
}
void insertHead(Order* new_node)
{
if(this->head == 0)
{
this->head = new_node;
this->tail = new_node;
new_node->prev = 0;
new_node->next = 0;
}
else
{
insertAfter(this->tail, new_node);
}
}
void insertTail(Order* new_node)
{
if (this->tail == 0)
{
insertHead(new_node);
}
else
{
insertAfter(this->tail, new_node);
}
}
unsigned int count(void)
{
unsigned int i;
Order node(0, 0, false);
while(node.next == 0)
{
for(i=0;i<=MAX_NUM_ORDERS;i++)
{
// lol
}
}
return i;
}
bool empty(void)
{
if(this->head == 0)
{
return true;
}
else
{
return false;
}
}
void print(void)
{
if(this->empty() == true)
{
cout<<"[None]"<<endl;
return;
}
else
{
if(this->head != 0)
{
unsigned int i;
Order *node = this->head; // start at the head
cout<<"id, volume, added"<<endl; // labels
while(node->next != 0) // while we're not at the end
{
cout<<node->id<<", "<<node->volume<<", "<<node->added<<endl;
node = node->next;
}
}
else // try and catch it again i guess?
{
cout<<"[None]"<<endl;
return;
}
}
}
};
class Book
{
public:
map<int, PricePoint> bid; // buy-side
map<int, PricePoint> ask; // sell-side
int add(Order order)
{
order.id = this->bid.size() + this->ask.size() + 1; // this way, buy-side and sell-side orders have unique identifiers
if(order.side == false) // buy order
{
if(this->bid.count(order.price) == 0) // if the price point isn't already there
{
PricePoint pp;
pair<int, PricePoint> new_pp(order.price, pp);
bid.insert(new_pp); // add the price point (i.e. add an entry to the map)
}
else
{
this->bid[order.price].insertTail(&order); // insert at tail of the doubly linked list
}
}
else if(order.side == true) // sell order
{
if(this->bid.count(order.price) == 0)
{
PricePoint pp;
pair<int, PricePoint> new_pp(order.price, pp);
ask.insert(new_pp); // add the price point (i.e. add an entry to the map)
}
{
this->ask[order.price].insertTail(&order); // insert at the tail of the doubly linked list
}
}
return order.id; // the order's id
}
int cancel(unsigned int id)
{
}
void print(void)
{
unsigned int i = 0;
cout<<"-------------------------------------BIDS--------------------------------------"<<endl;
cout<<this->bid.size()<<endl;
for(i=0;i<this->bid.size();i++)
{
cout<<"Orders for $"<<i<<":"<<endl;
this->bid[i].print();
}
i = 0;
cout<<endl;
cout<<"-------------------------------------ASKS--------------------------------------"<< ask.size() <<endl;
for(i=0;i<this->ask.size();i++)
{
cout<<"Orders for $"<<i<<":"<<endl;
this->ask[i].print();
}
cout<<endl;
}
};
int main(void)
{
unsigned int i;
Book orderbook; // our limit order book
// some orders
Order a(4, 33, false);
Order b(4, 12, true);
Order c(5, 33, true);
//add them
orderbook.add(a);
orderbook.add(b);
orderbook.add(c);
cout<<"Order book is as follows:"<<endl;
orderbook.print();
// system("pause");
return 0;
}