tests: unit: add 'engine' suite

tests/unit/CMakeLists.txt

@@ -25,4 +25,16 @@ target_link_libraries(parse_test PRIVATE
 
 gtest_discover_tests(parse_test)
 
+add_executable(engine_test engine.cc)
+target_link_libraries(engine_test PRIVATE common_options)
+
+target_link_libraries(engine_test PRIVATE
+  engine
+  parse
+  GTest::gtest
+  GTest::gtest_main
+)
+
+gtest_discover_tests(engine_test)
+
 endif (${GTest_FOUND})

tests/unit/engine.cc

@@ -0,0 +1,99 @@
+#include <fstream>
+
+#include <gtest/gtest.h>
+
+#include "config.h"
+#include "csv/read-csv.hh"
+#include "engine/csv-engine-listener.hh"
+#include "engine/engine.hh"
+#include "parse/parse.hh"
+
+// Allow namespace pollution in tests for convenience
+using namespace kraken;
+using namespace kraken::csv;
+using namespace kraken::engine;
+using namespace kraken::parse;
+
+namespace {
+
+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);
+}
+
+} // namespace
+
+TEST(engine, empty) {
+    compare("empty");
+}
+
+TEST(engine, only_one) {
+    compare("only-one");
+}
+
+TEST(engine, only_one_cancelled) {
+    compare("only-one-cancelled");
+}
+
+TEST(engine, two) {
+    compare("two");
+}
+
+TEST(engine, balanced_book_1) {
+    compare("balanced-book-1");
+}
+
+TEST(engine, balanced_book_2) {
+    compare("balanced-book-2");
+}
+
+TEST(engine, balanced_book_3) {
+    compare("balanced-book-3");
+}
+
+TEST(engine, balanced_book_4) {
+    compare("balanced-book-4");
+}
+
+TEST(engine, balanced_book_5) {
+    compare("balanced-book-5");
+}
+
+TEST(engine, balanced_book_6) {
+    compare("balanced-book-6");
+}
+
+TEST(engine, balanced_book_7) {
+    compare("balanced-book-7");
+}
+
+TEST(engine, balanced_book_8) {
+    compare("balanced-book-8");
+}
+
+TEST(engine, balanced_book_9) {
+    compare("balanced-book-9");
+}
+
+TEST(engine, shallow_ask) {
+    compare("shallow-ask");
+}
+
+TEST(engine, shallow_bid) {
+    compare("shallow-bid");
+}
+
+TEST(engine, tighten_spread_through_new_limit_orders) {
+    compare("tighten-spread-through-new-limit-orders");
+}