JayBeams  0.1
Another project to have fun coding.
ut_order_delete_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::order_delete_message decoder works
8  * as expected.
9  */
10 BOOST_AUTO_TEST_CASE(decode_order_delete_message) {
11  using namespace jb::itch5;
12  using namespace std::chrono;
13 
16 
17  auto x = decoder<true, order_delete_message>::r(buf.second, buf.first, 0);
18  BOOST_CHECK_EQUAL(x.header.message_type, order_delete_message::message_type);
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.order_reference_number, 42ULL);
23 
24  x = decoder<false, order_delete_message>::r(buf.second, buf.first, 0);
25  BOOST_CHECK_EQUAL(x.header.message_type, order_delete_message::message_type);
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.order_reference_number, 42ULL);
30  BOOST_CHECK_EQUAL(x.order_reference_number, 42ULL);
31 }
32 
33 /**
34  * @test Verify that jb::itch5::order_delete_message iostream
35  * operator works as expected.
36  */
37 BOOST_AUTO_TEST_CASE(stream_order_delete_message) {
38  using namespace std::chrono;
39  using namespace jb::itch5;
40 
42  auto tmp = decoder<false, order_delete_message>::r(buf.second, buf.first, 0);
43  std::ostringstream os;
44  os << tmp;
45  BOOST_CHECK_EQUAL(
46  os.str(), "message_type=D,stock_locate=0"
47  ",tracking_number=1,timestamp=113231.123456789"
48  ",order_reference_number=42");
49 }
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...
BOOST_AUTO_TEST_CASE(decode_order_delete_message)
std::chrono::nanoseconds expected_ts()
Return the expected timestamp for all the test messages.
Definition: data.cpp:19
std::pair< char const *, std::size_t > order_delete()
Definition: data.cpp:165