tests: unit: engine: add 'engine_trade' suite

tests/unit/engine.cc

@@ -16,20 +16,36 @@ using namespace kraken::parse;
 
 namespace {
 
+void do_compare(std::istream& input, std::istream& expected_output,
+                CrossBehaviour behaviour) {
+    auto listener = std::make_shared<CsvEngineListener>();
+    auto engine = Engine{listener, behaviour};
+
+    engine.process_orders(parse_orders(input));
+
+    auto expected = read_csv(expected_output, CsvHeader::KEEP);
+
+    ASSERT_EQ(listener->output(), expected);
+}
+
 void compare(std::string const& test_name) {
     using namespace std::literals;
     auto input = std::ifstream{CMAKE_SOURCE_DIR + "/data/inputs/"s + test_name
                                + ".in.csv"};
-    auto listener = std::make_shared<CsvEngineListener>();
-    auto engine = Engine{listener};
-
-    engine.process_orders(parse_orders(input));
-
     auto expected_output_file = std::ifstream{
         CMAKE_SOURCE_DIR + "/data/outputs/"s + test_name + ".out.csv"};
-    auto expected = read_csv(expected_output_file, CsvHeader::KEEP);
 
-    ASSERT_EQ(listener->output(), expected);
+    do_compare(input, expected_output_file, CrossBehaviour::REJECT);
+}
+
+void compare_trades(std::string const& test_name) {
+    using namespace std::literals;
+    auto input = std::ifstream{CMAKE_SOURCE_DIR + "/data/inputs/"s + test_name
+                               + ".in.csv"};
+    auto expected_output_file = std::ifstream{
+        CMAKE_SOURCE_DIR + "/data/outputs/"s + test_name + ".trades.out.csv"};
+
+    do_compare(input, expected_output_file, CrossBehaviour::MATCH);
 }
 
 } // namespace
@@ -97,3 +113,11 @@ TEST(engine, shallow_bid) {
 TEST(engine, tighten_spread_through_new_limit_orders) {
     compare("tighten-spread-through-new-limit-orders");
 }
+
+TEST(engine_trade, balanced_book_3) {
+    compare_trades("balanced-book-3");
+}
+
+TEST(engine_trade, shallow_ask) {
+    compare_trades("shallow-ask");
+}