commit 68b1fc12fde4b6edde78cb3a0fde6b542f8b9053
Author: Ian Bell <IBell@...>
Date: Thu May 17 21:52:02 2012 +0100
[mamda] Fixed an issue where the delta list was not cleared on a book clear
Signed-off-by: Ian Bell <IBell@...>
diff --git a/mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBook.cpp b/mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBook.cpp
index 440db8f..0c71c30 100644
--- a/mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBook.cpp
+++ b/mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBook.cpp
@@ -428,6 +428,11 @@ namespace Wombat
mImpl.mNeedsReevaluation = false;
// do not reset mImpl.mCheckVisibility
+
+ if (mImpl.mGenerateDeltas)
+ {
+ clearDeltaList();
+ }
}
void MamdaOrderBook::setSymbol (const char* symbol)