libjmmcg  release_579_6_g8cffd
A C++ library containing an eclectic mix of useful, advanced components.
Classes | Macros | Typedefs | Functions | Variables
mit_exchanges.cpp File Reference
#include "stdafx.h"
#include <boost/test/included/unit_test.hpp>
#include <boost/mpl/list.hpp>
#include "../exchanges/FIX/v5.0sp2/fix.hpp"
#include "../exchanges/MIT/BIT/bit.hpp"
#include "../exchanges/MIT/BIT/bit_sim.hpp"
#include "../exchanges/MIT/JSE/jse.hpp"
#include "../exchanges/MIT/JSE/jse_sim.hpp"
#include "../exchanges/MIT/LSE/lse.hpp"
#include "../exchanges/MIT/LSE/lse_sim.hpp"
#include "../exchanges/MIT/OSLO/oslo.hpp"
#include "../exchanges/MIT/OSLO/oslo_sim.hpp"
#include "../exchanges/MIT/TRQ/trq.hpp"
#include "../exchanges/MIT/TRQ/trq_sim.hpp"
#include "../exchanges/conversions/fix_to_mit_conversions.hpp"
#include "../exchanges/conversions/mit_to_fix_conversions.hpp"
#include "core/latency_timestamps.hpp"
Include dependency graph for mit_exchanges.cpp:

Go to the source code of this file.

Classes

struct  only_sim< exchg_t >
 
struct  simulator_and_link< exchg_t >
 
struct  simulator_and_link_client_too< exchg_t >
 

Macros

#define BOOST_TEST_MODULE   isimud_tests
 

Typedefs

using api_thread_traits = ppd::thread_params< ppd::platform_api >
 
typedef boost::mpl::list< std::pair< exchanges::MIT::BIT::link_t< exchanges::FIX::v5_0sp2::MsgTypes >, exchanges::MIT::BIT::simulator_t >, std::pair< exchanges::MIT::JSE::link_t< exchanges::FIX::v5_0sp2::MsgTypes >, exchanges::MIT::JSE::simulator_t >, std::pair< exchanges::MIT::LSE::link_t< exchanges::FIX::v5_0sp2::MsgTypes >, exchanges::MIT::LSE::simulator_t >, std::pair< exchanges::MIT::OSLO::link_t< exchanges::FIX::v5_0sp2::MsgTypes >, exchanges::MIT::OSLO::simulator_t >, std::pair< exchanges::MIT::TRQ::link_t< exchanges::FIX::v5_0sp2::MsgTypes >, exchanges::MIT::TRQ::simulator_t >> exchg_t_types
 

Functions

const boost::asio::ip::address localhost (boost::asio::ip::address_v4::loopback())
 
const boost::asio::ip::address primary_gw (boost::asio::ip::address_v4::loopback())
 
const boost::asio::ip::address secondary_gw (boost::asio::ip::address_v4::loopback())
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (logon_no_clients, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (re_logon_no_clients, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (logon_with_a_client, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (re_connect_client_with_logon, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (heartbeats_no_clients, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (heartbeats_with_client, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (reject, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (cancel_reject, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (cancel_accept, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (modify_reject, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (market_fill, exchg_t, exchg_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (market_partial_fill, exchg_t, exchg_t_types)
 

Variables

const unsigned short client_port =12377u
 
const unsigned short unused_primary_port =client_port+1
 
const unsigned short unused_secondary_port =unused_primary_port+1
 

Macro Definition Documentation

◆ BOOST_TEST_MODULE

#define BOOST_TEST_MODULE   isimud_tests

Definition at line 21 of file mit_exchanges.cpp.

Typedef Documentation

◆ api_thread_traits

using api_thread_traits = ppd::thread_params<ppd::platform_api>

Definition at line 45 of file mit_exchanges.cpp.

◆ exchg_t_types

typedef boost::mpl::list< std::pair<exchanges::MIT::BIT::link_t<exchanges::FIX::v5_0sp2::MsgTypes>, exchanges::MIT::BIT::simulator_t>, std::pair<exchanges::MIT::JSE::link_t<exchanges::FIX::v5_0sp2::MsgTypes>, exchanges::MIT::JSE::simulator_t>, std::pair<exchanges::MIT::LSE::link_t<exchanges::FIX::v5_0sp2::MsgTypes>, exchanges::MIT::LSE::simulator_t>, std::pair<exchanges::MIT::OSLO::link_t<exchanges::FIX::v5_0sp2::MsgTypes>, exchanges::MIT::OSLO::simulator_t>, std::pair<exchanges::MIT::TRQ::link_t<exchanges::FIX::v5_0sp2::MsgTypes>, exchanges::MIT::TRQ::simulator_t>> exchg_t_types

Definition at line 60 of file mit_exchanges.cpp.

Function Documentation

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [1/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( cancel_accept  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 111. \xrefitem test 251.

Definition at line 362 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [2/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( cancel_reject  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 110. \xrefitem test 250.

Definition at line 333 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [3/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( heartbeats_no_clients  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 107. \xrefitem test 247. \xrefitem test 281.

Definition at line 278 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [4/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( heartbeats_with_client  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 108. \xrefitem test 248. \xrefitem test 282.

Definition at line 292 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [5/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( logon_no_clients  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 103. \xrefitem test 243. \xrefitem test 277.

Definition at line 155 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [6/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( logon_with_a_client  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 105. \xrefitem test 245. \xrefitem test 279.

Definition at line 213 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [7/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( market_fill  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 113. \xrefitem test 253. \xrefitem test 287.

Definition at line 473 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [8/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( market_partial_fill  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 114. \xrefitem test 254. \xrefitem test 288.

Definition at line 515 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [9/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( modify_reject  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 112. \xrefitem test 252.

Definition at line 438 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [10/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( re_connect_client_with_logon  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 106. \xrefitem test 246. \xrefitem test 280.

Definition at line 239 of file mit_exchanges.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [11/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( re_logon_no_clients  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 104. \xrefitem test 244. \xrefitem test 278.

Definition at line 168 of file mit_exchanges.cpp.

References client_port, localhost(), and jmmcg::LIBJMMCG_VER_NAMESPACE::no_latency_timestamps::no_latency_timestamps().

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [12/12]

BOOST_AUTO_TEST_CASE_TEMPLATE ( reject  ,
exchg_t  ,
exchg_t_types   
)

\xrefitem test 109. \xrefitem test 249.

Definition at line 306 of file mit_exchanges.cpp.

◆ localhost()

const boost::asio::ip::address localhost ( boost::asio::ip::address_v4::loopback()  )

Referenced by BOOST_AUTO_TEST_CASE_TEMPLATE().

◆ primary_gw()

const boost::asio::ip::address primary_gw ( boost::asio::ip::address_v4::loopback()  )

◆ secondary_gw()

const boost::asio::ip::address secondary_gw ( boost::asio::ip::address_v4::loopback()  )

Variable Documentation

◆ client_port

const unsigned short client_port =12377u

Definition at line 48 of file mit_exchanges.cpp.

Referenced by BOOST_AUTO_TEST_CASE_TEMPLATE().

◆ unused_primary_port

const unsigned short unused_primary_port =client_port+1

Definition at line 50 of file mit_exchanges.cpp.

◆ unused_secondary_port

const unsigned short unused_secondary_port =unused_primary_port+1

Definition at line 52 of file mit_exchanges.cpp.