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f86fb3b | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 | #include <gtest/gtest.h>
#include "../include/engine/replay_engine.hpp"
#include <cstdio>
using namespace quant::core;
using namespace quant::order_book;
using namespace quant::protocol;
using namespace quant::engine;
TEST(DeterministicReplayTest, RecordAndReplayInvariants) {
const std::string journal_file = "/tmp/test_audit_replay.jnl";
std::remove(journal_file.c_str());
// 1. Live Run: Record events into Journal
{
JournalRecorder recorder(journal_file);
ASSERT_TRUE(recorder.open());
NewOrderSinglePayload ord1{1, 101, Symbol("NVDA"), static_cast<uint8_t>(Side::SELL), static_cast<uint8_t>(OrderType::LIMIT), 1200000, 100};
NewOrderSinglePayload ord2{2, 201, Symbol("NVDA"), static_cast<uint8_t>(Side::SELL), static_cast<uint8_t>(OrderType::LIMIT), 1250000, 200};
NewOrderSinglePayload ord3{3, 301, Symbol("NVDA"), static_cast<uint8_t>(Side::BUY), static_cast<uint8_t>(OrderType::LIMIT), 1200000, 50}; // Matches ord1 for 50
recorder.record_event(MessageType::NEW_ORDER_SINGLE, 1, 1000, ord1);
recorder.record_event(MessageType::NEW_ORDER_SINGLE, 2, 2000, ord2);
recorder.record_event(MessageType::NEW_ORDER_SINGLE, 3, 3000, ord3);
recorder.close();
}
// 2. Replay Run: Deterministically replay into a fresh engine instance
{
ReplayEngine replay_engine(journal_file);
MatchingEngine fresh_engine(Symbol("NVDA"));
bool ok = replay_engine.replay_into_engine(fresh_engine);
ASSERT_TRUE(ok);
EXPECT_EQ(replay_engine.replayed_count(), 3);
// Verification: Exactly 1 trade executed for 50 shares
EXPECT_EQ(fresh_engine.total_trades(), 1);
EXPECT_EQ(fresh_engine.total_volume(), 50);
// Best ask should still be 120.00 with 50 leaves remaining
auto ba = fresh_engine.book().best_ask();
ASSERT_TRUE(ba.has_value());
EXPECT_EQ(ba->raw(), 1200000);
EXPECT_TRUE(fresh_engine.check_invariants());
}
std::remove(journal_file.c_str());
}
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