JayBeams  0.1
Another project to have fun coding.
ut_mwcb_decline_level_message.cpp
Go to the documentation of this file.
3 
4 #include <boost/test/unit_test.hpp>
5 
6 /**
7  * @test Verify that the jb::itch5::mwcb_decline_level_message decoder works
8  * as expected.
9  */
10 BOOST_AUTO_TEST_CASE(decode_mwcb_decline_level_message) {
11  using namespace jb::itch5;
12  using namespace std::chrono;
13 
16 
17  auto x =
18  decoder<true, mwcb_decline_level_message>::r(buf.second, buf.first, 0);
19  BOOST_CHECK_EQUAL(
20  x.header.message_type, mwcb_decline_level_message::message_type);
21  BOOST_CHECK_EQUAL(x.header.stock_locate, 0);
22  BOOST_CHECK_EQUAL(x.header.tracking_number, 1);
23  BOOST_CHECK_EQUAL(x.header.timestamp.ts.count(), expected_ts.count());
24  BOOST_CHECK_EQUAL(x.level_1, price8_t(500001000000LL));
25  BOOST_CHECK_EQUAL(x.level_2, price8_t(400001020000LL));
26  BOOST_CHECK_EQUAL(x.level_3, price8_t(300001020300LL));
27 
28  x = decoder<false, mwcb_decline_level_message>::r(buf.second, buf.first, 0);
29  BOOST_CHECK_EQUAL(
30  x.header.message_type, mwcb_decline_level_message::message_type);
31  BOOST_CHECK_EQUAL(x.header.stock_locate, 0);
32  BOOST_CHECK_EQUAL(x.header.tracking_number, 1);
33  BOOST_CHECK_EQUAL(x.header.timestamp.ts.count(), expected_ts.count());
34  BOOST_CHECK_EQUAL(x.level_1, price8_t(500001000000LL));
35  BOOST_CHECK_EQUAL(x.level_2, price8_t(400001020000LL));
36  BOOST_CHECK_EQUAL(x.level_3, price8_t(300001020300LL));
37 }
38 
39 /**
40  * @test Verify that jb::itch5::mwcb_decline_level_message iostream
41  * operator works as expected.
42  */
43 BOOST_AUTO_TEST_CASE(stream_mwcb_decline_level_message) {
44  using namespace std::chrono;
45  using namespace jb::itch5;
46 
48  auto tmp =
49  decoder<false, mwcb_decline_level_message>::r(buf.second, buf.first, 0);
50  std::ostringstream os;
51  os << tmp;
52  BOOST_CHECK_EQUAL(
53  os.str(), "message_type=V,stock_locate=0"
54  ",tracking_number=1,timestamp=113231.123456789"
55  ",level_1=5000.01000000"
56  ",level_2=4000.01020000"
57  ",level_3=3000.01020300");
58 }
BOOST_AUTO_TEST_CASE(decode_mwcb_decline_level_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_decline_level()
Definition: data.cpp:122
std::chrono::nanoseconds expected_ts()
Return the expected timestamp for all the test messages.
Definition: data.cpp:19