libjmmcg  release_579_6_g8cffd
A C++ library containing an eclectic mix of useful, advanced components.
Macros | Typedefs | Functions
order_book.cpp File Reference
#include "stdafx.h"
#include <boost/test/included/unit_test.hpp>
#include <boost/mpl/list.hpp>
#include "../exchanges/order_book/order_book.hpp"
#include "../exchanges/FIX/v5.0sp2/fix.hpp"
#include "../exchanges/MIT/BIT/bit.hpp"
Include dependency graph for order_book.cpp:

Go to the source code of this file.

Macros

#define BOOST_TEST_MODULE   isimud_tests
 

Typedefs

using ob_t_types = boost::mpl::list< order_book< exchanges::FIX::v5_0sp2::MsgTypes > >
 

Functions

 BOOST_AUTO_TEST_CASE_TEMPLATE (ctor, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (initially_no_orders, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (stream_out_default_ctor, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_order_not_empty, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_a_sell_and_a_buy_orders, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_two_sells_and_a_buy_orders, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_more_orders, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_more_orders_then_cross, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_more_orders_then_buy_crosses_then_match, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_more_orders_then_sell_crosses_then_match, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_more_orders_then_buy_crosses_then_match_exact, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_more_orders_then_sell_crosses_then_match_exact, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_more_orders_then_buy_and_sell_crosses_then_match, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_more_orders_then_buy_sell_and_buy_crosses_then_match, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_orders_then_cancel_one, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (place_orders_then_cancel_one_buy_match, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (cancel_unknown_symbol, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (cancel_read_symbol, ob_t, ob_t_types)
 
 BOOST_AUTO_TEST_CASE_TEMPLATE (process_market_data_example, ob_t, ob_t_types)
 

Macro Definition Documentation

◆ BOOST_TEST_MODULE

#define BOOST_TEST_MODULE   isimud_tests

Definition at line 21 of file order_book.cpp.

Typedef Documentation

◆ ob_t_types

typedef boost::mpl::list< order_book< exchanges::FIX::v5_0sp2::MsgTypes > > ob_t_types

Definition at line 44 of file order_book.cpp.

Function Documentation

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [1/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( cancel_read_symbol  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 96. \xrefitem test 241.

Definition at line 725 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [2/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( cancel_unknown_symbol  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 95. \xrefitem test 240.

Definition at line 686 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [3/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( ctor  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 79. \xrefitem test 224.

Definition at line 64 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [4/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( initially_no_orders  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 80. \xrefitem test 225.

Definition at line 72 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [5/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_a_sell_and_a_buy_orders  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 83. \xrefitem test 228.

Definition at line 125 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [6/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_more_orders  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 85. \xrefitem test 230.

Definition at line 187 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [7/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_more_orders_then_buy_and_sell_crosses_then_match  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 91. \xrefitem test 236.

Definition at line 481 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [8/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_more_orders_then_buy_crosses_then_match  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 87. \xrefitem test 232.

Definition at line 277 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [9/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_more_orders_then_buy_crosses_then_match_exact  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 89. \xrefitem test 234.

Definition at line 379 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [10/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_more_orders_then_buy_sell_and_buy_crosses_then_match  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 92. \xrefitem test 237.

Definition at line 541 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [11/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_more_orders_then_cross  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 86. \xrefitem test 231.

Definition at line 232 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [12/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_more_orders_then_sell_crosses_then_match  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 88. \xrefitem test 233.

Definition at line 328 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [13/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_more_orders_then_sell_crosses_then_match_exact  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 90. \xrefitem test 235.

Definition at line 430 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [14/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_order_not_empty  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 82. \xrefitem test 227.

Definition at line 97 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [15/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_orders_then_cancel_one  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 93. \xrefitem test 238.

Definition at line 596 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [16/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_orders_then_cancel_one_buy_match  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 94. \xrefitem test 239.

Definition at line 639 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [17/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( place_two_sells_and_a_buy_orders  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 84. \xrefitem test 229.

Definition at line 155 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [18/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( process_market_data_example  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 97. \xrefitem test 242.

Definition at line 766 of file order_book.cpp.

◆ BOOST_AUTO_TEST_CASE_TEMPLATE() [19/19]

BOOST_AUTO_TEST_CASE_TEMPLATE ( stream_out_default_ctor  ,
ob_t  ,
ob_t_types   
)

\xrefitem test 81. \xrefitem test 226.

Definition at line 86 of file order_book.cpp.