Add guard before unsigned fill math

2019-07-05 16:07:29 -04:00
1 changed files with 4 additions and 0 deletions
@@ -107,6 +107,10 @@ void SplitterAlgo::do_update(const api::orderman::Update& update) {
 void SplitterAlgo::on_child_change(OrderKey key, ChildState const & state) {
   for (auto& child : me->orders) {
      if (child.key == key) {
+         if (state.total_fills < child.state.total_fills) {
+            algo().cancel("Unexpected fill reduction in fill quantityt");
+            return;
+         }
         auto delta = state.total_fills.value() - child.state.total_fills.value();
         if (delta != 0) {
            me->total_fills = Quantity { me->total_fills.value() + delta };