JayBeams
0.1
Another project to have fun coding.
jb
itch5
ut_cross_type.cpp
Go to the documentation of this file.
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#include <
jb/itch5/cross_type.hpp
>
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#include <boost/test/unit_test.hpp>
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/**
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* @test Verify that cross_type_t works as expected.
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*/
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BOOST_AUTO_TEST_CASE
(simple_cross_type) {
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using namespace
jb::itch5
;
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BOOST_CHECK_NO_THROW(
cross_type_t
(u
'O'
));
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BOOST_CHECK_NO_THROW(
cross_type_t
(u
'C'
));
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BOOST_CHECK_NO_THROW(
cross_type_t
(u
'H'
));
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BOOST_CHECK_NO_THROW(
cross_type_t
(u
'I'
));
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BOOST_CHECK_THROW(
cross_type_t
(u
'*'
), std::runtime_error);
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}
jb::itch5
Contains classes and functions to parse NASDAQ ITCH-5.0 messages, more information about ITCH-5...
Definition:
add_order_message.hpp:10
BOOST_AUTO_TEST_CASE
BOOST_AUTO_TEST_CASE(simple_cross_type)
Definition:
ut_cross_type.cpp:7
jb::itch5::cross_type_t
char_list_field< u 'O', u 'C', u 'H', u 'I'> cross_type_t
Represent the 'Cross Type' field on 'Cross Trade' and 'Net Order Imbalance Indicator' messages...
Definition:
cross_type.hpp:13
cross_type.hpp
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