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#include <iostream>
#include <vector>
#include <string>
#include <functional>
// ─── Mini test framework ───────────────────────────────────────────────────────
struct TestResult { std::string name; bool passed; std::string msg; };
std::vector<TestResult> gResults;
int gPass = 0, gFail = 0;
void runTest(const std::string& name, std::function<void()> fn) {
bool ok = true; std::string msg;
try { fn(); }
catch (const std::logic_error& e) { ok = false; msg = e.what(); }
catch (const std::exception& e) { ok = false; msg = e.what(); }
catch (...) { ok = false; msg = "unknown exception"; }
gResults.push_back({name, ok, msg});
if (ok) ++gPass; else { ++gFail; std::cerr << "FAIL: " << name << " — " << msg << "\n"; }
}
#define VERIFY_EQ(a,b) do { if ((a)!=(b)) throw std::logic_error(std::string(#a" != "#b" (got ")+std::to_string(a)+" vs "+std::to_string(b)+")"); } while(0)
#define VERIFY_TRUE(c) do { if (!(c)) throw std::logic_error("Expected true: " #c); } while(0)
// ─── Helpers — use make_shared, no ObjectPool dependency ──────────────────────
static OrderPointer MakeGTC(OrderId id, Side side, Price price, Quantity qty) {
return std::make_shared<Order>(OrderType::GoodTillCancel, id, side, price, qty);
}
static OrderPointer MakeFAK(OrderId id, Side side, Price price, Quantity qty) {
return std::make_shared<Order>(OrderType::FillAndKill, id, side, price, qty);
}
static OrderPointer MakeFOK(OrderId id, Side side, Price price, Quantity qty) {
return std::make_shared<Order>(OrderType::FillOrKill, id, side, price, qty);
}
static OrderPointer MakeMarket(OrderId id, Side side, Quantity qty) {
return std::make_shared<Order>(id, side, qty);
}
static OrderPointer MakeIceberg(OrderId id, Side side, Price price, Quantity qty, Quantity peak) {
return std::make_shared<Order>(OrderType::Iceberg, id, side, price, qty, peak);
}
static OrderPointer MakePostOnly(OrderId id, Side side, Price price, Quantity qty) {
return std::make_shared<Order>(OrderType::PostOnly, id, side, price, qty);
}
int main() {
std::cout << "╔══════════════════════════════════════════╗\n";
std::cout << "║ HFT Orderbook Engine — Test Suite ║\n";
std::cout << "╚══════════════════════════════════════════╝\n\n";
runTest("GTC_BasicMatch", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Sell, 100, 10));
auto trades = book.AddOrder(MakeGTC(2, Side::Buy, 100, 10));
VERIFY_EQ(trades.size(), 1u);
VERIFY_EQ(trades[0].GetQuantity(), 10u);
VERIFY_EQ(book.Size(), 0u);
});
runTest("GTC_PartialFill", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Sell, 100, 5));
auto trades = book.AddOrder(MakeGTC(2, Side::Buy, 100, 10));
VERIFY_EQ(trades.size(), 1u);
VERIFY_EQ(trades[0].GetQuantity(), 5u);
VERIFY_EQ(book.Size(), 1u);
});
runTest("FAK_Hit", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Sell, 100, 10));
auto trades = book.AddOrder(MakeFAK(2, Side::Buy, 100, 5));
VERIFY_EQ(trades.size(), 1u);
VERIFY_EQ(book.Size(), 1u);
});
runTest("FAK_Miss", [] {
Orderbook book;
auto trades = book.AddOrder(MakeFAK(1, Side::Buy, 100, 5));
VERIFY_EQ(trades.size(), 0u);
VERIFY_EQ(book.Size(), 0u);
});
runTest("FOK_Hit", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Sell, 100, 20));
auto trades = book.AddOrder(MakeFOK(2, Side::Buy, 100, 10));
VERIFY_EQ(trades.size(), 1u);
VERIFY_EQ(trades[0].GetQuantity(), 10u);
});
runTest("FOK_Miss", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Sell, 100, 5));
auto trades = book.AddOrder(MakeFOK(2, Side::Buy, 100, 10));
VERIFY_EQ(trades.size(), 0u);
VERIFY_EQ(book.Size(), 1u);
});
runTest("Market_Buy_MultipleLevels", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Sell, 100, 10));
book.AddOrder(MakeGTC(2, Side::Sell, 101, 10));
auto trades = book.AddOrder(MakeMarket(3, Side::Buy, 15));
VERIFY_EQ(trades.size(), 2u);
});
runTest("Cancel_Success", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Buy, 100, 10));
VERIFY_EQ(book.Size(), 1u);
book.CancelOrder(1);
VERIFY_EQ(book.Size(), 0u);
});
runTest("Cancel_NonExistent", [] {
Orderbook book;
book.CancelOrder(999);
VERIFY_EQ(book.Size(), 0u);
});
runTest("Modify_Price_Triggers_Match", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Buy, 99, 10));
book.AddOrder(MakeGTC(2, Side::Sell, 101, 10));
VERIFY_EQ(book.Size(), 2u);
auto trades = book.ModifyOrder(OrderModify{1, Side::Buy, 101, 10});
VERIFY_EQ(trades.size(), 1u);
VERIFY_EQ(book.Size(), 0u);
});
runTest("Modify_Side_Change", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Buy, 100, 10));
book.ModifyOrder(OrderModify{1, Side::Sell, 100, 10});
auto snap = book.GetSnapshot();
VERIFY_EQ(snap.asks.size(), 1u);
VERIFY_EQ(snap.bids.size(), 0u);
});
runTest("Iceberg_Rests_In_Book", [] {
Orderbook book;
book.AddOrder(MakeIceberg(1, Side::Sell, 100, 100, 20));
auto snap = book.GetSnapshot();
VERIFY_TRUE(snap.asks.size() > 0);
});
runTest("Iceberg_Replenish", [] {
Orderbook book;
book.AddOrder(MakeIceberg(1, Side::Sell, 100, 100, 25));
auto trades = book.AddOrder(MakeGTC(2, Side::Buy, 100, 25));
VERIFY_EQ(trades.size(), 1u);
VERIFY_EQ(book.Size(), 1u);
});
runTest("PostOnly_Rejected_On_Cross", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Sell, 100, 10));
auto trades = book.AddOrder(MakePostOnly(2, Side::Buy, 100, 10));
VERIFY_EQ(trades.size(), 0u);
VERIFY_EQ(book.Size(), 1u);
});
runTest("PostOnly_Accepted_As_Maker", [] {
Orderbook book;
book.AddOrder(MakePostOnly(1, Side::Buy, 99, 10));
VERIFY_EQ(book.Size(), 1u);
});
runTest("PriceTimePriority", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Sell, 100, 5));
book.AddOrder(MakeGTC(2, Side::Sell, 100, 5));
book.AddOrder(MakeGTC(3, Side::Sell, 101, 5));
auto trades = book.AddOrder(MakeGTC(4, Side::Buy, 100, 5));
VERIFY_EQ(trades.size(), 1u);
VERIFY_EQ(trades[0].GetAskTrade().orderId, 1u);
});
runTest("Spread_And_MidPrice", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Buy, 99, 10));
book.AddOrder(MakeGTC(2, Side::Sell, 101, 10));
VERIFY_EQ(book.BestBid(), 99);
VERIFY_EQ(book.BestAsk(), 101);
VERIFY_EQ(book.Spread(), 2);
VERIFY_EQ(book.MidPrice(), 100);
});
runTest("MultiLevel_Sweep_5Levels", [] {
Orderbook book;
for (Price p = 100; p <= 110; ++p)
book.AddOrder(MakeGTC(p, Side::Sell, p, 10));
auto trades = book.AddOrder(MakeGTC(200, Side::Buy, 104, 50));
VERIFY_EQ(trades.size(), 5u);
});
runTest("DuplicateOrderId_Rejected", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Buy, 99, 10));
auto trades = book.AddOrder(MakeGTC(1, Side::Buy, 99, 10));
VERIFY_EQ(trades.size(), 0u);
VERIFY_EQ(book.Size(), 1u);
});
runTest("Stress_100k_Orders", [] {
Orderbook book;
for (uint64_t i = 1; i <= 50000; ++i)
book.AddOrder(MakeGTC(i, Side::Buy, 100 - (Price)(i%10), 10));
for (uint64_t i = 50001; i <= 100000; ++i)
book.AddOrder(MakeGTC(i, Side::Sell, 100 + (Price)(i%10), 10));
VERIFY_TRUE(book.Size() > 0);
});
runTest("EventCallbacks_Trade", [] {
Orderbook book;
int tradeCount = 0;
book.SetOnTrade([&](const Trade&){ ++tradeCount; });
book.AddOrder(MakeGTC(1, Side::Sell, 100, 10));
book.AddOrder(MakeGTC(2, Side::Buy, 100, 10));
VERIFY_EQ(tradeCount, 1);
});
runTest("Snapshot_Accuracy", [] {
Orderbook book;
book.AddOrder(MakeGTC(1, Side::Buy, 99, 10));
book.AddOrder(MakeGTC(2, Side::Buy, 98, 20));
book.AddOrder(MakeGTC(3, Side::Sell, 101, 15));
auto snap = book.GetSnapshot();
VERIFY_EQ(snap.bids.size(), 2u);
VERIFY_EQ(snap.asks.size(), 1u);
VERIFY_EQ(snap.bids[0].price, 99);
VERIFY_EQ(snap.bids[0].quantity, 10u);
VERIFY_EQ(snap.asks[0].price, 101);
});
runTest("Stats_TotalTrades", [] {
Orderbook book;
for (int i = 1; i <= 10; ++i) {
book.AddOrder(MakeGTC(i*2-1, Side::Sell, 100, 10));
book.AddOrder(MakeGTC(i*2, Side::Buy, 100, 10));
}
VERIFY_EQ(book.GetTotalTrades(), 10u);
});
runTest("Stats_TotalCancels", [] {
Orderbook book;
for (int i = 1; i <= 5; ++i)
book.AddOrder(MakeGTC(i, Side::Buy, 99, 10));
for (int i = 1; i <= 5; ++i)
book.CancelOrder(i);
VERIFY_EQ(book.GetTotalCancels(), 5u);
VERIFY_EQ(book.Size(), 0u);
});
// ── Print summary ─────────────────────────────────────────────────────────
std::cout << "\n──────────────────────────────────────────\n";
for (const auto& r : gResults)
std::cout << (r.passed ? " ✓ " : " ✗ ") << r.name
<< (r.passed ? "" : " — " + r.msg) << "\n";
std::cout << "──────────────────────────────────────────\n";
std::cout << " PASSED: " << gPass << " / " << (gPass + gFail) << "\n";
if (gFail > 0) std::cout << " FAILED: " << gFail << "\n";
std::cout << "──────────────────────────────────────────\n";
return gFail > 0 ? 1 : 0;
} |