ut_order_book.cpp File Reference

#include <jb/itch5/order_book.hpp>
#include <boost/test/unit_test.hpp>

Go to the source code of this file.

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 book_type >
void	jb::itch5::testing::test_order_book_trivial (book_type &tested)
	Test order book trivial members. More...
template<typename book_type >
void	jb::itch5::testing::test_order_book_buy_order_handling (book_type &tested)
	Test order book buy side order handling. More...
template<typename book_type >
void	jb::itch5::testing::test_order_book_sell_order_handling (book_type &tested)
	Test order book sell side order handling. More...
template<typename book_type >
void	jb::itch5::testing::test_order_book_errors (book_type &tested)
	Test order book error conditions. More...
	BOOST_AUTO_TEST_CASE (order_book_trivial)
	BOOST_AUTO_TEST_CASE (order_book_buy)
	BOOST_AUTO_TEST_CASE (order_book_sell)
	BOOST_AUTO_TEST_CASE (order_book_errors)

Function Documentation

BOOST_AUTO_TEST_CASE() [1/4]

BOOST_AUTO_TEST_CASE

(

order_book_trivial

)

Test:

Verify that jb::itch5::order_book<jb::itch5::map_price> works as expected.

Definition at line 300 of file ut_order_book.cpp.

References jb::itch5::testing::test_order_book_trivial().

BOOST_AUTO_TEST_CASE() [2/4]

BOOST_AUTO_TEST_CASE

(

order_book_buy

)

Test:

Verify that buy side of order_book<book_type> works as expected.

Definition at line 318 of file ut_order_book.cpp.

References jb::itch5::defaults::max_size, and jb::itch5::testing::test_order_book_buy_order_handling().

BOOST_AUTO_TEST_CASE() [3/4]

BOOST_AUTO_TEST_CASE

(

order_book_sell

)

Test:

Verity that the sell side of jb::itch5::order_book<jb::itch5::map_price> works as expected.

Definition at line 342 of file ut_order_book.cpp.

References jb::itch5::defaults::max_size, and jb::itch5::testing::test_order_book_sell_order_handling().

BOOST_AUTO_TEST_CASE() [4/4]

BOOST_AUTO_TEST_CASE

(

order_book_errors

)

Test:

Verify that order_book handles errors as expected.

Definition at line 365 of file ut_order_book.cpp.

References jb::itch5::testing::test_order_book_errors().