4 #include <boost/test/unit_test.hpp> 12 using namespace std::chrono;
19 BOOST_CHECK_EQUAL(x.header.stock_locate, 0);
20 BOOST_CHECK_EQUAL(x.header.tracking_number, 1);
21 BOOST_CHECK_EQUAL(x.header.timestamp.ts.count(),
expected_ts.count());
22 BOOST_CHECK_EQUAL(x.breached_level, u
'2');
26 BOOST_CHECK_EQUAL(x.header.stock_locate, 0);
27 BOOST_CHECK_EQUAL(x.header.tracking_number, 1);
28 BOOST_CHECK_EQUAL(x.header.timestamp.ts.count(),
expected_ts.count());
29 BOOST_CHECK_EQUAL(x.breached_level, u
'2');
37 using namespace std::chrono;
42 std::ostringstream os;
45 os.str(),
"message_type=W,stock_locate=0" 46 ",tracking_number=1,timestamp=113231.123456789" BOOST_AUTO_TEST_CASE(decode_mwcb_breach_message)
static T r(std::size_t size, void const *msg, std::size_t offset)
Read a single message or field.
Contains classes and functions to parse NASDAQ ITCH-5.0 messages, more information about ITCH-5...
std::pair< char const *, std::size_t > mwcb_breach()
char_list_field< u '1', u '2', u '3'> breached_level_t
Represent the 'Breached Level' field in the 'MWCB Breach Message'.
static constexpr int message_type
std::chrono::nanoseconds expected_ts()
Return the expected timestamp for all the test messages.