Compare commits

..

7 commits

Author SHA1 Message Date
Bruno BELANYI c62f79cbb2 tests: add integration tests
All checks were successful
continuous-integration/drone/push Build is passing
2022-03-12 11:39:39 +01:00
Bruno BELANYI fa563f2f59 kraken: make functional binary 2022-03-12 11:39:39 +01:00
Bruno BELANYI e5ddd16da2 tests: unit: add 'engine' suite 2022-03-12 11:39:39 +01:00
Bruno BELANYI 37b04a678a kraken: engine: fix comparisons 2022-03-12 11:39:39 +01:00
Bruno BELANYI 5f1fbac76c data: add additional test cases
I was too tired last night (this morning...) I inverted a couple comparisons.

Those simple tests helped isolate the issue.
2022-03-12 11:39:39 +01:00
Bruno BELANYI 4515fc1c36 kraken: engine: add 'CsvEngineListern.output'
Otherwise it would be difficult to actually get access to the output...
2022-03-12 11:39:39 +01:00
Bruno BELANYI 0817e7ac7e kraken: engin: add 'Engine'
This is the brains of the operation, the matching engine.
2022-03-12 11:39:39 +01:00

View file

@ -95,7 +95,6 @@ Engine::Engine(std::shared_ptr<EngineListener> listener)
: listener_(listener) {}
void Engine::process_orders(std::vector<Order> const& orders) {
// FIXME: handle top-of-book changes
for (auto const& order : orders) {
std::visit([this](auto const& trade_order) { (*this)(trade_order); },
order);