libjmmcg
release_579_6_g8cffd
A C++ library containing an eclectic mix of useful, advanced components.
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#include "stdafx.h"
#include <boost/test/included/unit_test.hpp>
#include <boost/mpl/list.hpp>
#include "../exchanges/FIX/v5.0sp2/fix_client.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/ave_deviation_meter.hpp"
#include "core/latency_timestamps.hpp"
#include "core/jthread.hpp"
#include "core/stats_output.hpp"
#include <ratio>
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 > |
using | timed_results_t = ave_deviation_meter< double > |
using | exchg_t_types = 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 > > |
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()) |
const exchanges::MIT::common::SeqNum_t | sequenceNumber (1) |
BOOST_AUTO_TEST_CASE_TEMPLATE (reject, exchg_t, exchg_t_types) | |
BOOST_AUTO_TEST_CASE_TEMPLATE (order_rejected_at_a_time, exchg_t, exchg_t_types) | |
BOOST_AUTO_TEST_CASE_TEMPLATE (order_rejects_parallel, 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 |
const exchanges::MIT::common::ClientOrderID_t | clientOrderId1 {"00000000000000test1"} |
#define BOOST_TEST_MODULE isimud_tests |
Definition at line 21 of file mit_exchanges_performance.cpp.
using api_thread_traits = ppd::thread_params<ppd::platform_api> |
Definition at line 52 of file mit_exchanges_performance.cpp.
Definition at line 64 of file mit_exchanges_performance.cpp.
using timed_results_t = ave_deviation_meter<double> |
Definition at line 53 of file mit_exchanges_performance.cpp.
BOOST_AUTO_TEST_CASE_TEMPLATE | ( | order_rejected_at_a_time | , |
exchg_t | , | ||
exchg_t_types | |||
) |
Definition at line 253 of file mit_exchanges_performance.cpp.
BOOST_AUTO_TEST_CASE_TEMPLATE | ( | order_rejects_parallel | , |
exchg_t | , | ||
exchg_t_types | |||
) |
Definition at line 289 of file mit_exchanges_performance.cpp.
References jmmcg::LIBJMMCG_VER_NAMESPACE::cpu_timer::pause_for_usec().
BOOST_AUTO_TEST_CASE_TEMPLATE | ( | reject | , |
exchg_t | , | ||
exchg_t_types | |||
) |
Definition at line 184 of file mit_exchanges_performance.cpp.
References isimud::ISIMUD_VER_NAMESPACE::exchanges::common::thread_traits::client_to_exchange_thread, and jmmcg::LIBJMMCG_VER_NAMESPACE::socket::high.
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() | ) |
const exchanges::MIT::common::SeqNum_t sequenceNumber | ( | 1 | ) |
const unsigned short client_port =12377u |
Definition at line 56 of file mit_exchanges_performance.cpp.
const exchanges::MIT::common::ClientOrderID_t clientOrderId1 {"00000000000000test1"} |
Definition at line 61 of file mit_exchanges_performance.cpp.
const unsigned short unused_primary_port =client_port+1 |
Definition at line 58 of file mit_exchanges_performance.cpp.
const unsigned short unused_secondary_port =unused_primary_port+1 |
Definition at line 60 of file mit_exchanges_performance.cpp.