需求：
For example:

A,16113575,B,18,585

It decoded as:

A = add new order
16113575 = order id
B = buy order
18 = number of shares to buy
585 = price

Example of input file:

A,100000,S,90,2
A,100001,S,107,2
A,100002,B,110,5
A,100002,B,110,10

输出：

ASK
110: 5 10

107: 2
90: 2
BID

#include
#include
#include
#include
#include
#include
#include
using namespace std;

// 委托信息
class orderMessage{
    public:
    orderMessage(){
        clear();
    }

    // 信息初始化
    void clear() {
        m_cAction   = ' ';
        m_noperionId= 0;
        m_cbsflag   = ' ';
        m_nbsqty    = 0;
        m_dbAmt     = 0;
    }

    // 打印订单信息
    void printAll() {
        cout<<m_cAction<<","<<m_noperionId<<","<<m_cbsflag<<","<<m_nbsqty<<","<<m_dbAmt<<endl;
    }

    public:
        // 数据结构：A,16113575,B,18,585
        char    m_cAction;      // 操作类型 A 添加 X 撤销
        int     m_noperionId;   // 委托编号
        char    m_cbsflag;      // 买卖标志 B 买入 S 卖出
        int     m_nbsqty;       // 买卖数量
        double  m_dbAmt;        // 买卖金额
};

// 检查int
bool checkStringisInt(const string str){
    for (auto chr:str) 
    {
        if(!isdigit(chr)) return false;
    }
    return true;
}

// 检查double
bool checkStringisDouble(const string str){
    for (auto chr:str) 
    {
        if(chr != '.' && !isdigit(chr)) return false;
    }
    return true;
}

// 正确读取数据成功
bool getData(const string keep, orderMessage &objorderMessage) {
    int index = 0;
    string tmp = "";
    for (auto chr : keep) {
        if(chr == ',') {
            if(tmp == "" && index < 5) return false;

            // 获取参数
            if(index == 0)
            {
                if(tmp.size() != 1 && strstr("AX", tmp.c_str())) return false;      // 添加/撤销
                objorderMessage.m_cAction =  tmp[0];
            }else if(index == 1) 
            {
                if(checkStringisInt(tmp) == false) return false;                    // 数字
                objorderMessage.m_noperionId =  stoi(tmp);
            }else if(index == 2) 
            {
                if(tmp.size() != 1 && strstr("BS", tmp.c_str())) return false;      // 买卖BS
                objorderMessage.m_cbsflag =  tmp[0];
            }else if(index == 3) 
            {
                if(checkStringisInt(tmp) == false) return false;                    // 数字
                objorderMessage.m_nbsqty =  stoi(tmp);
            }else if(index == 4) 
            {
                if(checkStringisDouble(tmp) == false) return false;                // 检查是否为double
                objorderMessage.m_dbAmt =  stof(tmp);
            }   

            index++;
            tmp = "";
        }else{
            tmp += chr;
        }
    }
    if(index < 5) return false; // 列数不够，无效数据
    return true;
}

// 处理新增数据
void dealAddData(map<double, map<int, orderMessage>> &mpBug, map<double, map<int, orderMessage>> &mpSale, orderMessage &objorderMessage, bool isBuy) {
    map<double, map<int, orderMessage>>::iterator it;
    map<int, orderMessage>::iterator it2;
    bool    isdelete = false;   // 是否删除元素
    int     nIndex = 0;          // 记录订单号
    // double  dbamt   = objorderMessage.m_dbAmt;

    if(isBuy) 
    {
        if(mpSale.size() > 0)                       // 判断卖map是否合适的卖单，可以处理
        {
            it = mpSale.begin();
            double dbamt   = it->first;
            if(dbamt <=  objorderMessage.m_dbAmt)   // 有低于买单的卖单
            {
                bool check = false;
                vector<double> vecDeleteAmt;
                for(;it != mpSale.end(); it++) {
                    if(check) break;                                            // 买单全部成交完成
                    if(it->first > objorderMessage.m_dbAmt) break;              // 卖单高于买单价格 不能成交
                    vector<int> vecDeleteOrderid;
                    for(it2 = it->second.begin(); it2 != it->second.end(); it2++) {
                        if(it2->second.m_nbsqty > objorderMessage.m_nbsqty) {
                            it2->second.m_nbsqty -= objorderMessage.m_nbsqty;
                            objorderMessage.m_nbsqty = 0;
                            check = true;
                        }else{
                            objorderMessage.m_nbsqty -= it2->second.m_nbsqty;
                            vecDeleteOrderid.push_back(it2->second.m_noperionId);
                        }
                    }
                    for (auto elem: vecDeleteOrderid){
                        it->second.erase(elem);
                    }
                    if(it->second.size() <= 0) vecDeleteAmt.push_back(it->first);
                }

                for (auto elem: vecDeleteAmt){
                    mpSale.erase(elem);
                }
            }
        }

        if(objorderMessage.m_nbsqty > 0) {
            mpBug[-objorderMessage.m_dbAmt][objorderMessage.m_noperionId] = objorderMessage;
        }
    }else
    {
        if(mpBug.size() > 0) {
            it = mpBug.begin();
            double dbamt   = -it->first;
            if(dbamt >=  objorderMessage.m_dbAmt)   // 有高于卖单的买单
            {
                bool check = false;
                vector<double> vecDeleteAmt;
                for(;it != mpSale.end(); it++) {
                    if(check) break;                                            // 买单全部成交完成
                    if(-it->first < objorderMessage.m_dbAmt) break;              // 买单高于卖单价格 不能成交
                    vector<int> vecDeleteOrderid;
                    for(it2 = it->second.begin(); it2 != it->second.end(); it2++) {
                        if(it2->second.m_nbsqty > objorderMessage.m_nbsqty) {
                            it2->second.m_nbsqty -= objorderMessage.m_nbsqty;
                            objorderMessage.m_nbsqty = 0;
                            check = true;
                        }else{
                            objorderMessage.m_nbsqty -= it2->second.m_nbsqty;
                            vecDeleteOrderid.push_back(it2->second.m_noperionId);
                        }
                    }
                    for (auto elem: vecDeleteOrderid){
                        it->second.erase(elem);
                    }
                    if(it->second.size() <= 0) vecDeleteAmt.push_back(it->first);
                }

                for (auto elem: vecDeleteAmt){
                    mpBug.erase(elem);
                }
            }
        }

        if(objorderMessage.m_nbsqty > 0) {
            mpSale[objorderMessage.m_dbAmt][objorderMessage.m_noperionId] = objorderMessage;
        }
    }
}


// 处理撤销数据
void dealDeleteData(map<double, map<int, orderMessage>> &mpBug, orderMessage &objorderMessage, bool isBuy) {
    map<double, map<int, orderMessage>>::iterator it;
    map<int, orderMessage>::iterator it2;
    bool    isdelete = false;   // 是否删除元素
    int     nIndex = 0;          // 记录订单号
    double  dbamt   = objorderMessage.m_dbAmt;

    if(isBuy) dbamt = -dbamt;

    // 根据金额查询订单
    it = mpBug.find(dbamt);
    if(it != mpBug.end()) 
    {
        // 根据订单号 查询订单信息
        it2 = it->second.find(objorderMessage.m_noperionId);
        if(it2 != it->second.end()) {
            
            // 减掉撤销的数量
            it2->second.m_nbsqty -= objorderMessage.m_nbsqty;
            if(it2->second.m_nbsqty  <= 0) {
                nIndex = it2->first; 
                isdelete = true;
            }
        }
        if(isdelete == true) it->second.erase(nIndex);
    }

    if(it->second.size() <= 0) mpBug.erase(dbamt);
}

// 打印数据 
void printMapOrderMessage(map<double, map<int, orderMessage>> &mp, bool isBuy) {
    if(isBuy == true) 
    {
        map<double, map<int, orderMessage>>::iterator it;
        map<int, orderMessage>::iterator it2;
        for (it = mp.begin(); it != mp.end(); it++) 
        {
            // if(it->second.size() <= 0) continue;
            double index = abs(it->first);
            map<int, orderMessage> mp2 = it->second;
            cout<<index<<": ";
            for (it2 = mp2.begin(); it2 != mp2.end(); it2++) 
            {
                cout<<it2->second.m_nbsqty<<" ";
            }
            cout<<endl;
        }
    }else{
        map<double, map<int, orderMessage>>::reverse_iterator it;
        map<int, orderMessage>::iterator it2;
        for (it = mp.rbegin(); it != mp.rend(); it++) 
        {
            // if(it->second.size() <= 0) continue;
            double index = abs(it->first);
            map<int, orderMessage> mp2 = it->second;
            cout<<index<<": ";
            for (it2 = mp2.begin(); it2 != mp2.end(); it2++) 
            {
                cout<<it2->second.m_nbsqty<<" ";
            }
            cout<<endl;
        }
    }
}

orderMessage objorderMessage;
map<double, map<int, orderMessage>> mpBug;             // 买入订单 mpBug.first 为买入金额 mpBug.second.first 为委托编号，mpBug.second.second 为订单信息
map<double, map<int, orderMessage>> mpSale;            // 卖出订单 与mpBug类似
map<double, map<int, orderMessage>>::iterator it;
map<int, orderMessage>::iterator it2;

int main(){
    // 读取测试数据
    std::ifstream f{"C:/Users/Desktop/coding_test.txt", std::ios::binary};
    
    std::stringstream ss;
    ss << f.rdbuf();
    // string data = ss.str();

    // string data = "A,100000,S,1,1075\nA,100001,B,9,1000\nA,100002,B,30,975\nA,100003,S,10,1050\nA,100004,B,10,950\nA,100005,S,2,1025\nA,100006,B,1,1000\nX,100004,B,10,950\nA,100007,S,5,1025\nA,100008,B,3,1050\nX,100008,B,3,1050\nX,100005,S,2,1025\n";
    
    string data = "A,100000,S,1,1075\nA,100001,B,9,1000\nA,100002,B,30,975\nA,100003,S,10,975\n";

    string keep = "";

    cout<<"Example of input file:"<<endl;
    for (auto chr : data) {
        // 处理订单信息
        if(chr == '\n') 
        {
            keep.push_back(',');                // 增加',', 便于数据处理：A,100000,S,1,1075,
            objorderMessage.clear();
            if(getData(keep, objorderMessage))    // 取数据成功
            { 
                objorderMessage.printAll();
                bool isBug = true;                // 是否买入 true 买入 false 卖出
                if(objorderMessage.m_cbsflag == 'S') isBug = false;
                // <-------------------------------------代码核心数据处理部分------------------------------------>
                if(objorderMessage.m_cAction == 'A')                    // 新增的订单
                {
                    dealAddData(mpBug, mpSale, objorderMessage, isBug);
                }
                else if(objorderMessage.m_cAction == 'X')              // 撤销的订单
                {   if(objorderMessage.m_cbsflag == 'B')
                    {
                        dealDeleteData(mpBug,  objorderMessage, isBug);
                    }else{
                        dealDeleteData(mpSale, objorderMessage, isBug);
                    }
                }
            }
            keep = "";
        }else
        {
            keep += chr;
        }
    }

    // 结果打印
    cout<<endl<<endl;
    cout<<"my result:"<<endl;
    cout<<"================="<<endl;
    cout<<"ASK"<<endl;
    printMapOrderMessage(mpBug, true);        // 输出买入信息
    cout<<"------------"<<endl<<endl;
    printMapOrderMessage(mpSale, false);       // 输出卖出信息
    cout<<"BID"<<endl;
    cout<<"================="<<endl;

    system("pause");
    return 0;
}
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