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.order_reference_number, 42ULL);
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);
38 using namespace std::chrono;
43 std::ostringstream os;
46 os.str(),
"message_type=D,stock_locate=0" 47 ",tracking_number=1,timestamp=113231.123456789" 48 ",order_reference_number=42");
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)
static constexpr int message_type
std::chrono::nanoseconds expected_ts()
Return the expected timestamp for all the test messages.
std::pair< char const *, std::size_t > order_delete()