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add a GetCloseoutPrice method to the caching #3331

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merged 2 commits into from
Apr 9, 2021

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jeremyletang
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@jeremyletang jeremyletang commented Apr 9, 2021

The caching layer was caching the right function, although the orderbook is not aware of the cached value when calling GetCloseoutPrice, this now add GetCloseoutPrice into the caching latyer.

This was indeed pretty bad, I thought the GetCloseoutPrice function was called in much more places, and it would required more changes from the risk engine.

Luckily it does not, so now we just call the appropriate function when needed instead of letting the matching engine figure out what to do.

@jeremyletang jeremyletang requested a review from a team April 9, 2021 14:38
@ashleyvega
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@jeremyletang I see a new func (b *CachedOrderBook) GetCloseoutPrice(...) {...} function, but I don't how/where it's called.

@EVODelavega
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@ashleyvega it was called by the risk engine, but no matter: we've got a different fix

@jeremyletang jeremyletang merged commit 605c429 into develop Apr 9, 2021
@jeremyletang jeremyletang deleted the feature/more-caching-orderbook branch April 9, 2021 14:58
jeremyletang added a commit that referenced this pull request Apr 12, 2021
…book

add a GetCloseoutPrice method to the caching
@edd edd mentioned this pull request Apr 15, 2021
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3 participants