ut_broken_trade_message.cpp

Go to the documentation of this file.

#include <jb/itch5/broken_trade_message.hpp>
#include <jb/itch5/testing/data.hpp>

#include <boost/test/unit_test.hpp>

/**
 * @test Verify that the jb::itch5::broken_trade_message decoder works
 * as expected.
 */
BOOST_AUTO_TEST_CASE(decode_broken_trade_message) {
  using namespace jb::itch5;
  using namespace std::chrono;

  auto buf = jb::itch5::testing::broken_trade();
  auto expected_ts = jb::itch5::testing::expected_ts();

  auto x = decoder<true, broken_trade_message>::r(buf.second, buf.first, 0);
  BOOST_CHECK_EQUAL(x.header.message_type, broken_trade_message::message_type);
  BOOST_CHECK_EQUAL(x.header.stock_locate, 0);
  BOOST_CHECK_EQUAL(x.header.tracking_number, 1);
  BOOST_CHECK_EQUAL(x.header.timestamp.ts.count(), expected_ts.count());
  BOOST_CHECK_EQUAL(x.match_number, 2340600ULL);

  x = decoder<false, broken_trade_message>::r(buf.second, buf.first, 0);
  BOOST_CHECK_EQUAL(x.header.message_type, broken_trade_message::message_type);
  BOOST_CHECK_EQUAL(x.header.stock_locate, 0);
  BOOST_CHECK_EQUAL(x.header.tracking_number, 1);
  BOOST_CHECK_EQUAL(x.header.timestamp.ts.count(), expected_ts.count());
  BOOST_CHECK_EQUAL(x.match_number, 2340600ULL);
}

/**
 * @test Verify that jb::itch5::broken_trade_message iostream
 * operator works as expected.
 */
BOOST_AUTO_TEST_CASE(stream_broken_trade_message) {
  using namespace std::chrono;
  using namespace jb::itch5;

  auto buf = jb::itch5::testing::broken_trade();
  auto tmp = decoder<false, broken_trade_message>::r(buf.second, buf.first, 0);
  std::ostringstream os;
  os << tmp;
  BOOST_CHECK_EQUAL(
      os.str(), "message_type=B,stock_locate=0"
                ",tracking_number=1,timestamp=113231.123456789"
                ",match_number=2340600");
}