JayBeams  0.1
Another project to have fun coding.
ut_order_executed_message.cpp
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2 
3 #include <boost/test/unit_test.hpp>
4 #include <type_traits>
5 
6 /**
7  * @test Verify that jb::pitch2::order_executed_message works as expected.
8  */
9 BOOST_AUTO_TEST_CASE(order_executed_message_basic) {
10  using namespace jb::pitch2;
11  BOOST_CHECK_EQUAL(true, std::is_pod<order_executed_message>::value);
12  BOOST_CHECK_EQUAL(sizeof(order_executed_message), std::size_t(26));
13 
14  char const buf[] = u8"\x1A" // Length (26)
15  "\x23" // Message Type (0x23)
16  "\x18\xD2\x06\x00" // Time Offset (447,000 ns)
17  "\x05\x40\x5B\x77\x8F\x56\x1D\x0B" // Order Id
18  "\x64\x00\x00\x00" // Executed Quantity (100)
19  "\x34\x2B\x46\xE0\xBB\x00\x00\x00" // Execution Id
20  ;
22  BOOST_REQUIRE_EQUAL(sizeof(buf) - 1, sizeof(msg));
23  std::memcpy(&msg, buf, sizeof(msg));
24  BOOST_CHECK_EQUAL(int(msg.length.value()), 26);
25  BOOST_CHECK_EQUAL(int(msg.message_type.value()), 0x23);
26  BOOST_CHECK_EQUAL(msg.time_offset.value(), 447000);
27  BOOST_CHECK_EQUAL(msg.order_id.value(), 0x0B1D568F775B4005ULL);
28  BOOST_CHECK_EQUAL(msg.executed_quantity.value(), 100);
29  BOOST_CHECK_EQUAL(msg.execution_id.value(), 0x000000BBE0462B34ULL);
30 
31  std::ostringstream os;
32  os << msg;
33  BOOST_CHECK_EQUAL(
34  os.str(), std::string("length=26,message_type=35,time_offset=447000"
35  ",order_id=800891482924597253,executed_quantity=100"
36  ",execution_id=806921579316"));
37 }
boost::endian::little_uint64_buf_t order_id
boost::endian::little_uint8_buf_t length
boost::endian::little_uint32_buf_t time_offset
BOOST_AUTO_TEST_CASE(decode_order_executed_message)
boost::endian::little_uint8_buf_t message_type
boost::endian::little_uint64_buf_t execution_id
Represent the &#39;Order Executed&#39; message in the PITCH-2.X protocol.
boost::endian::little_uint32_buf_t executed_quantity