mit_to_fix.cpp File Reference

#include "stdafx.h"
#include <boost/test/included/unit_test.hpp>
#include <boost/mpl/list.hpp>
#include "../exchanges/conversions/mit_to_fix_conversions.hpp"
#include "core/msm.hpp"

Include dependency graph for mit_to_fix.cpp:

Go to the source code of this file.

Classes
struct	business_state_machine_t< SrcMsgT >
class	business_state_machine_t< SrcMsgT >::ExecutionReportResponse

Macros
#define	BOOST_TEST_MODULE   isimud_tests

Typedefs
typedef boost::mpl::list< std::pair< exchanges::MIT::BIT::MsgTypes, exchanges::MIT::BIT::MsgTypes::ref_data >, std::pair< exchanges::MIT::JSE::MsgTypes, exchanges::MIT::JSE::MsgTypes::ref_data >, std::pair< exchanges::MIT::LSE::MsgTypes, exchanges::MIT::LSE::MsgTypes::ref_data >, std::pair< exchanges::MIT::OSLO::MsgTypes, exchanges::MIT::OSLO::MsgTypes::ref_data >, std::pair< exchanges::MIT::TRQ::MsgTypes, exchanges::MIT::TRQ::MsgTypes::ref_data >>	msg_types
using	dest_msg_details_t = exchanges::FIX::v5_0sp2::MsgTypes

Functions
	BOOST_AUTO_TEST_CASE_TEMPLATE (ExecutionReport, msg, msg_types)
	BOOST_AUTO_TEST_CASE_TEMPLATE (reject, msg, msg_types)
	BOOST_AUTO_TEST_CASE_TEMPLATE (order_reject, msg, msg_types)
	BOOST_AUTO_TEST_CASE_TEMPLATE (BusinessReject, msg, msg_types)
	BOOST_AUTO_TEST_CASE_TEMPLATE (OrderCancelReject, msg, msg_types)
	BOOST_AUTO_TEST_CASE_TEMPLATE (ExecutionReportUsingProcRules, msg, msg_types)

Variables
const int32_t	seqNum =1
const exchanges::MIT::common::ClientOrderID_t	clientOrderId1 {"abcdefghijklm0test1"}
const exchanges::MIT::common::AppID	aID =exchanges::MIT::common::AppID::Partition1
const exchanges::MIT::common::ExecType	eT =exchanges::MIT::common::ExecType::New
const exchanges::MIT::common::Price_t	price =42*exchanges::MIT::common::implied_decimal_places
const exchanges::MIT::common::SecurityID_t	instID =133215
const exchanges::MIT::common::Side	s =exchanges::MIT::common::Side::Buy

Macro Definition Documentation

BOOST_TEST_MODULE

#define BOOST_TEST_MODULE   isimud_tests

Definition at line 21 of file mit_to_fix.cpp.

Typedef Documentation

dest_msg_details_t

typedef exchanges::FIX::v5_0sp2::MsgTypes dest_msg_details_t

Definition at line 118 of file mit_to_fix.cpp.

msg_types

typedef boost::mpl::list< std::pair<exchanges::MIT::BIT::MsgTypes, exchanges::MIT::BIT::MsgTypes::ref_data>, std::pair<exchanges::MIT::JSE::MsgTypes, exchanges::MIT::JSE::MsgTypes::ref_data>, std::pair<exchanges::MIT::LSE::MsgTypes, exchanges::MIT::LSE::MsgTypes::ref_data>, std::pair<exchanges::MIT::OSLO::MsgTypes, exchanges::MIT::OSLO::MsgTypes::ref_data>, std::pair<exchanges::MIT::TRQ::MsgTypes, exchanges::MIT::TRQ::MsgTypes::ref_data>> msg_types

Definition at line 47 of file mit_to_fix.cpp.

Function Documentation

BOOST_AUTO_TEST_CASE_TEMPLATE() [1/6]

BOOST_AUTO_TEST_CASE_TEMPLATE	(	BusinessReject	,
		msg	,
		msg_types
	)

Definition at line 98 of file mit_to_fix.cpp.

BOOST_AUTO_TEST_CASE_TEMPLATE() [2/6]

BOOST_AUTO_TEST_CASE_TEMPLATE	(	ExecutionReport	,
		msg	,
		msg_types
	)

Definition at line 51 of file mit_to_fix.cpp.

References isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Rejected.

BOOST_AUTO_TEST_CASE_TEMPLATE() [3/6]

BOOST_AUTO_TEST_CASE_TEMPLATE	(	ExecutionReportUsingProcRules	,
		msg	,
		msg_types
	)

Definition at line 163 of file mit_to_fix.cpp.

References isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Rejected.

BOOST_AUTO_TEST_CASE_TEMPLATE() [4/6]

BOOST_AUTO_TEST_CASE_TEMPLATE	(	order_reject	,
		msg	,
		msg_types
	)

Definition at line 88 of file mit_to_fix.cpp.

References isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Rejected.

BOOST_AUTO_TEST_CASE_TEMPLATE() [5/6]

BOOST_AUTO_TEST_CASE_TEMPLATE	(	OrderCancelReject	,
		msg	,
		msg_types
	)

Definition at line 107 of file mit_to_fix.cpp.

BOOST_AUTO_TEST_CASE_TEMPLATE() [6/6]

BOOST_AUTO_TEST_CASE_TEMPLATE	(	reject	,
		msg	,
		msg_types
	)

Definition at line 82 of file mit_to_fix.cpp.

Variable Documentation

aID

const exchanges::MIT::common::AppID aID =exchanges::MIT::common::AppID::Partition1

Definition at line 35 of file mit_to_fix.cpp.

clientOrderId1

const exchanges::MIT::common::ClientOrderID_t clientOrderId1 {"abcdefghijklm0test1"}

Definition at line 34 of file mit_to_fix.cpp.

eT

const exchanges::MIT::common::ExecType eT =exchanges::MIT::common::ExecType::New

Definition at line 36 of file mit_to_fix.cpp.

instID

const exchanges::MIT::common::SecurityID_t instID =133215

Definition at line 38 of file mit_to_fix.cpp.

price

const exchanges::MIT::common::Price_t price =42*exchanges::MIT::common::implied_decimal_places

Definition at line 37 of file mit_to_fix.cpp.

s

const exchanges::MIT::common::Side s =exchanges::MIT::common::Side::Buy

Definition at line 39 of file mit_to_fix.cpp.

seqNum

const int32_t seqNum =1

Definition at line 33 of file mit_to_fix.cpp.