4 #include <boost/test/unit_test.hpp> 12 using namespace std::chrono;
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));
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));
44 using namespace std::chrono;
50 std::ostringstream os;
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");
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()
std::chrono::nanoseconds expected_ts()
Return the expected timestamp for all the test messages.
static constexpr int message_type