#include <jb/itch5/compute_book.hpp>
#include <jb/itch5/testing/data.hpp>
#include <jb/itch5/testing/messages.hpp>
#include <jb/itch5/trade_message.hpp>
#include <jb/as_hhmmss.hpp>
#include <jb/gmock/init.hpp>
#include <boost/test/unit_test.hpp>
#include <algorithm>
#include <thread>

Classes
struct	jb::itch5::testing::mock_book_callback

Namespaces
	jb
	The top-level namespace for the JayBeams library.

	jb::itch5
	Contains classes and functions to parse NASDAQ ITCH-5.0 messages, more information about ITCH-5.0 can be found at: http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTVITCHSpecification.pdf.

	jb::itch5::testing
	Functions used in testing jb::itch5 entities.

Functions
template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_add_order_message_buy ()
	Test compute book based on book type. More...

template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_add_order_message_sell ()
	Test compute book based on book type. More...

template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_increase_coverage ()
	Test compute book increase coverage. More...

template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_edge_cases ()
	Test compute book edge cases. More...

template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_reduction_edge_cases ()
	Test compute book reduction edge cases. More...

template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_replace_edge_cases ()
	Test compute book replace edge cases. More...

template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_order_executed_message ()
	Test compute book order execute message. More...

template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_order_replace_message ()
	Test compute book order replace message. More...

template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_order_cancel_message ()
	Test compute book order cancel message. More...

template<typename based_order_book >
void	jb::itch5::testing::test_compute_book_stock_directory_message ()
	Test compute book stock directory message. More...

	BOOST_AUTO_TEST_CASE (compute_book_add_order_message)

	BOOST_AUTO_TEST_CASE (compute_book_increase_coverage)

	BOOST_AUTO_TEST_CASE (compute_book_add_order_message_edge_cases)

	BOOST_AUTO_TEST_CASE (compute_book_reduction_edge_cases)

	BOOST_AUTO_TEST_CASE (compute_book_replace_edge_cases)

	BOOST_AUTO_TEST_CASE (compute_book_order_executed_message)

	BOOST_AUTO_TEST_CASE (compute_book_order_replace_message)

	BOOST_AUTO_TEST_CASE (compute_book_order_cancel_message)

	BOOST_AUTO_TEST_CASE (compute_book_stock_directory_message)

	BOOST_AUTO_TEST_CASE (compute_book_book_update_operators)

Variables
buy_sell_indicator_t const	jb::itch5::testing::BUY (u 'B')

buy_sell_indicator_t const	jb::itch5::testing::SELL (u 'S')

Function Documentation

◆ BOOST_AUTO_TEST_CASE() [1/10]

BOOST_AUTO_TEST_CASE ( compute_book_add_order_message )

Test:: Verify compute book handle_message works as expected for add_order_message.

Definition at line 946 of file ut_compute_book.cpp.

◆ BOOST_AUTO_TEST_CASE() [2/10]

BOOST_AUTO_TEST_CASE ( compute_book_increase_coverage )

Test:: Increase code coverage in jb::itch5::compute_book

Definition at line 959 of file ut_compute_book.cpp.

◆ BOOST_AUTO_TEST_CASE() [3/10]

BOOST_AUTO_TEST_CASE ( compute_book_add_order_message_edge_cases )

Test:: Increase code coverage in jb::itch5::compute_book::handle_message for add_order_message.

Definition at line 970 of file ut_compute_book.cpp.

◆ BOOST_AUTO_TEST_CASE() [4/10]

BOOST_AUTO_TEST_CASE ( compute_book_reduction_edge_cases )

Test:: Increase code coverage in jb::itch5::compute_book::handle_order_reduction

Definition at line 981 of file ut_compute_book.cpp.

◆ BOOST_AUTO_TEST_CASE() [5/10]

BOOST_AUTO_TEST_CASE ( compute_book_replace_edge_cases )

Test:: Increase code coverage for order_replace_message

Definition at line 991 of file ut_compute_book.cpp.

◆ BOOST_AUTO_TEST_CASE() [6/10]

BOOST_AUTO_TEST_CASE ( compute_book_order_executed_message )

Test:: Verify that jb::itch5::compute_book::handle_message works as expected for order_executed_message BUY & SELL.

Definition at line 1002 of file ut_compute_book.cpp.

◆ BOOST_AUTO_TEST_CASE() [7/10]

BOOST_AUTO_TEST_CASE ( compute_book_order_replace_message )

Test:: Verify that jb::itch5::compute_book::handle_message works as expected for order_replace_message BUY & SELL.

Definition at line 1013 of file ut_compute_book.cpp.

◆ BOOST_AUTO_TEST_CASE() [8/10]

BOOST_AUTO_TEST_CASE ( compute_book_order_cancel_message )

Test:: Verify that jb::itch5::compute_book::handle_message works as expected for order_cancel_message and order_delete_message, both sides.

Definition at line 1024 of file ut_compute_book.cpp.

◆ BOOST_AUTO_TEST_CASE() [9/10]

BOOST_AUTO_TEST_CASE ( compute_book_stock_directory_message )

Test:: Verify that jb::itch5::compute_book::handle_message works as expected for stock_directory_message.

Definition at line 1035 of file ut_compute_book.cpp.

◆ BOOST_AUTO_TEST_CASE() [10/10]

BOOST_AUTO_TEST_CASE ( compute_book_book_update_operators )

Test:: Verify that jb::itch5::book_update operators work as expected.

Definition at line 1046 of file ut_compute_book.cpp.

References jb::itch5::testing::BUY, and jb::itch5::testing::SELL.

Classes

Namespaces

Functions

Variables