fix_simulators.cpp

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/******************************************************************************
** Copyright © 2015 by J.M.McGuiness, isimud@hussar.me.uk
**
** This library is free software; you can redistribute it and/or
** modify it under the terms of the GNU Lesser General Public
** License as published by the Free Software Foundation; either
** version 2.1 of the License, or (at your option) any later version.
**
** This library is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
** Lesser General Public License for more details.
**
** You should have received a copy of the GNU Lesser General Public
** License along with this library; if not, write to the Free Software
** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
 
#include "stdafx.h"
 
#define BOOST_TEST_MODULE isimud_tests
#include <boost/test/included/unit_test.hpp>
 
#include <boost/mpl/list.hpp>
 
#include "../exchanges/FIX/v5.0sp2/fix.hpp"
#include "../exchanges/FIX/v5.0sp2/fix_sim.hpp"
 
#include "core/latency_timestamps.hpp"
 
using namespace libjmmcg;
using namespace libisimud;
 
const boost::asio::ip::address localhost(boost::asio::ip::address_v4::loopback());
const unsigned short unused_primary_port=12347u;
 
typedef boost::mpl::list<
   std::pair<exchanges::FIX::v5_0sp2::connection_t, exchanges::FIX::v5_0sp2::simulator_t>
> exchg_t_types;
 
using api_thread_traits=ppd::thread_params<ppd::platform_api>;
 
BOOST_AUTO_TEST_SUITE(exchange_gateways)
 
BOOST_AUTO_TEST_SUITE(links)
 
/**
   \test "Connectivity Policy" Test: gateway unavailable.
         ================================================
   Verify that more than 1*5 seconds passes if both gateways are unavailable.
*/
BOOST_AUTO_TEST_CASE_TEMPLATE(gateway_unavailable, exchg_t, exchg_t_types) {
   using connection_t=typename exchg_t::first_type;
   using conn_pol_t=typename connection_t::conn_pol_t;
   typename conn_pol_t::gateways_t gateways(
      std::make_pair(localhost, unused_primary_port)
   );
   conn_pol_t conn_pol(gateways);
   auto const &begin=std::chrono::system_clock::now();
   BOOST_CHECK_THROW(
      typename exchg_t::first_type link(
         conn_pol,
         exchg_t::first_type::skt_mgr_t::socket_t::socket_priority::high,
         exchanges::common::thread_traits::client_to_exchange_thread.core
      ),
      std::exception
   );
   auto const &end=std::chrono::system_clock::now();
   BOOST_CHECK_GE(std::chrono::duration_cast<std::chrono::seconds>(end-begin).count(), (conn_pol_t::max_attempts*conn_pol_t::min_timeout).count());
}
 
/**
   \test "Connectivity Policy" Test: primary gateway available.
         ======================================================
   Verify that less than 5 seconds passes if just the primary gateway is available.
*/
BOOST_AUTO_TEST_CASE_TEMPLATE(gateway_available, exchg_t, exchg_t_types) {
   using connection_t=typename exchg_t::first_type;
   using simulator_t=typename exchg_t::second_type;
   using conn_pol_t=typename connection_t::conn_pol_t;
   typename simulator_t::proc_rules_t proc_rules;
   no_latency_timestamps ts(0);
   simulator_t svr(
      boost::asio::ip::address(),
      unused_primary_port,
      simulator_t::socket_t::socket_priority::high,
      api_thread_traits::processor_mask_type(exchanges::common::thread_traits::exchange_simulator_thread.core),
      exchanges::common::thread_traits::exchange_simulator_thread.priority,
      proc_rules,
      ts,
      "sim" LIBJMMCG_ENQUOTE(__LINE__)
   );
   typename conn_pol_t::gateways_t gateways(
      std::make_pair(localhost, unused_primary_port)
   );
   conn_pol_t conn_pol(gateways);
   auto const &begin=std::chrono::system_clock::now();
   BOOST_CHECK_NO_THROW(
      typename exchg_t::first_type link(
         conn_pol,
         exchg_t::first_type::skt_mgr_t::socket_t::socket_priority::high,
         exchanges::common::thread_traits::client_to_exchange_thread.core
      )
   );
   auto const &end=std::chrono::system_clock::now();
   BOOST_CHECK_LT(std::chrono::duration_cast<std::chrono::seconds>(end-begin).count(), conn_pol_t::min_timeout.count());
}
 
BOOST_AUTO_TEST_SUITE_END()
 
BOOST_AUTO_TEST_SUITE(admin)
 
/**
   \test "Heartbeats" Test: Client Heartbeat.
         ====================================
   Verify that the response to a Heartbeat is nothing.
*/
BOOST_AUTO_TEST_CASE_TEMPLATE(client_heartbeat, exchg_t, exchg_t_types) {
   using connection_t=typename exchg_t::first_type;
   using simulator_t=typename exchg_t::second_type;
   using conn_pol_t=typename connection_t::conn_pol_t;
   typename simulator_t::proc_rules_t proc_rules;
   no_latency_timestamps ts(0);
   simulator_t svr(
      boost::asio::ip::address(),
      unused_primary_port,
      simulator_t::socket_t::socket_priority::high,
      api_thread_traits::processor_mask_type(exchanges::common::thread_traits::exchange_simulator_thread.core),
      exchanges::common::thread_traits::exchange_simulator_thread.priority,
      proc_rules,
      ts,
      "sim" LIBJMMCG_ENQUOTE(__LINE__)
   );
   typename conn_pol_t::gateways_t gateways(
      std::make_pair(localhost, unused_primary_port)
   );
   conn_pol_t conn_pol(gateways);
   typename exchg_t::first_type link(
      conn_pol,
      exchg_t::first_type::skt_mgr_t::socket_t::socket_priority::high,
      exchanges::common::thread_traits::client_to_exchange_thread.core
   );
   ALIGN_TO_L1_CACHE const exchanges::FIX::common::underlying_fix_data_buffer fix_buffer={
      "8=FIX.5.0\0019=005\00135=0\00110=000\001"
   };
   typename connection_t::msg_details_t::ClientHeartbeat const &msg=reinterpret_cast<typename connection_t::msg_details_t::ClientHeartbeat const &>(*fix_buffer.begin());
   BOOST_CHECK(msg.is_valid());
   BOOST_CHECK_NO_THROW(link.send(msg));
}
 
BOOST_AUTO_TEST_SUITE_END()
 
BOOST_AUTO_TEST_SUITE_END()