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//! FBE Order struct test - 100% FBE C++ proto spec compliant
//!
//! Based on proto.fbe:
//! ```
//! enum OrderSide : byte {
//! buy; // 0
//! sell; // 1
//! }
//!
//! enum OrderType : byte {
//! market; // 0
//! limit; // 1
//! stop; // 2
//! }
//!
//! struct Order(1) {
//! [key] int32 id;
//! string symbol;
//! OrderSide side;
//! OrderType type;
//! double price = 0.0;
//! double volume = 0.0;
//! }
//! ```
use fbe::buffer::{ReadBuffer, WriteBuffer};
#[repr(u8)]
#[derive(Debug, Clone, Copy, PartialEq)]
pub enum OrderSide {
Buy = 0,
Sell = 1,
}
#[repr(u8)]
#[derive(Debug, Clone, Copy, PartialEq)]
pub enum OrderType {
Market = 0,
Limit = 1,
Stop = 2,
}
#[derive(Debug, Clone, PartialEq)]
pub struct Order {
pub id: i32,
pub symbol: String,
pub side: OrderSide,
pub type_: OrderType,
pub price: f64,
pub volume: f64,
}
impl Default for Order {
fn default() -> Self {
Self {
id: 0,
symbol: String::new(),
side: OrderSide::Buy,
type_: OrderType::Market,
price: 0.0,
volume: 0.0,
}
}
}
impl Order {
/// Serialize Order in Standard format (with 8-byte header)
///
/// Binary layout:
/// ```
/// [0-3]: Struct size (4 bytes, little-endian)
/// [4-7]: Struct type ID = 1 (4 bytes, little-endian)
/// [8-11]: id (4 bytes, little-endian)
/// [12-15]: symbol pointer (4 bytes, little-endian, relative offset)
/// [16]: side (1 byte)
/// [17-19]: padding (3 bytes) ← C++ struct alignment!
/// [20]: type (1 byte)
/// [21-23]: padding (3 bytes) ← C++ struct alignment!
/// [24-31]: price (8 bytes, little-endian IEEE 754 double)
/// [32-39]: volume (8 bytes, little-endian IEEE 754 double)
/// Total struct size: 32 bytes (without header)
/// ```
pub fn serialize_standard(&self, buffer: &mut WriteBuffer) -> usize {
const STRUCT_SIZE: u32 = 32; // Fixed struct size (without string data)
const TYPE_ID: u32 = 1;
// Allocate space for header + struct
buffer.allocate(8 + STRUCT_SIZE as usize);
// Write 8-byte header
buffer.write_u32(0, STRUCT_SIZE); // Struct size
buffer.write_u32(4, TYPE_ID); // Type ID
// Write Order fields (starting at offset 8)
buffer.write_i32(8, self.id);
// Symbol: write pointer (we'll write string data later)
let symbol_len = self.symbol.len();
let string_offset = buffer.allocate(4 + symbol_len);
buffer.write_u32(12, (string_offset - buffer.offset()) as u32); // Relative pointer
buffer.write_string(string_offset - buffer.offset(), &self.symbol);
// Side enum (1 byte)
buffer.write_u8(16, self.side as u8);
// Padding (3 bytes) - C++ struct alignment
buffer.write_u8(17, 0);
buffer.write_u8(18, 0);
buffer.write_u8(19, 0);
// Type enum (1 byte)
buffer.write_u8(20, self.type_ as u8);
// Padding (3 bytes) - C++ struct alignment
buffer.write_u8(21, 0);
buffer.write_u8(22, 0);
buffer.write_u8(23, 0);
// Price and Volume (doubles)
buffer.write_f64(24, self.price);
buffer.write_f64(32, self.volume);
buffer.size()
}
/// Deserialize Order from Standard format
pub fn deserialize_standard(buffer: &ReadBuffer) -> Self {
// Read header
let _struct_size = buffer.read_u32(0);
let _type_id = buffer.read_u32(4);
// Read fields
let id = buffer.read_i32(8);
// Symbol: follow pointer
let symbol_ptr = buffer.read_u32(12) as usize;
let symbol = buffer.read_string(symbol_ptr);
// Side enum (skip padding)
let side = match buffer.read_u8(16) {
0 => OrderSide::Buy,
1 => OrderSide::Sell,
_ => OrderSide::Buy,
};
// Type enum (skip padding)
let type_ = match buffer.read_u8(20) {
0 => OrderType::Market,
1 => OrderType::Limit,
2 => OrderType::Stop,
_ => OrderType::Market,
};
// Price and Volume
let price = buffer.read_f64(24);
let volume = buffer.read_f64(32);
Order {
id,
symbol,
side,
type_,
price,
volume,
}
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_order_standard_format_round_trip() {
let order = Order {
id: 12345,
symbol: "AAPL".to_string(),
side: OrderSide::Buy,
type_: OrderType::Limit,
price: 150.75,
volume: 100.0,
};
let mut buffer = WriteBuffer::new();
buffer.reserve(1024);
let size = order.serialize_standard(&mut buffer);
println!("Serialized size: {} bytes", size);
// Print hex dump (first 64 bytes)
let data = buffer.data();
println!("\nHex dump (first 64 bytes):");
for (i, chunk) in data.chunks(16).take(4).enumerate() {
print!("{:04x} ", i * 16);
for byte in chunk {
print!("{:02x} ", byte);
}
println!();
}
// Deserialize
let mut read_buffer = ReadBuffer::new();
read_buffer.attach_buffer(buffer.data(), 0, buffer.size());
let deserialized = Order::deserialize_standard(&read_buffer);
// Verify
assert_eq!(deserialized.id, order.id);
assert_eq!(deserialized.symbol, order.symbol);
assert_eq!(deserialized.side, order.side);
assert_eq!(deserialized.type_, order.type_);
assert_eq!(deserialized.price, order.price);
assert_eq!(deserialized.volume, order.volume);
println!("\n✅ Order Standard Format round-trip test PASSED");
}
#[test]
fn test_order_binary_format_verification() {
let order = Order {
id: 12345,
symbol: "AAPL".to_string(),
side: OrderSide::Buy,
type_: OrderType::Limit,
price: 150.75,
volume: 100.0,
};
let mut buffer = WriteBuffer::new();
buffer.reserve(1024);
order.serialize_standard(&mut buffer);
let data = buffer.data();
// Verify header
assert_eq!(data[0..4], [32, 0, 0, 0], "Struct size = 32");
assert_eq!(data[4..8], [1, 0, 0, 0], "Type ID = 1");
// Verify id = 12345 (0x3039)
assert_eq!(data[8..12], [0x39, 0x30, 0x00, 0x00], "id = 12345");
// Verify side = 0 (Buy)
assert_eq!(data[16], 0, "side = Buy (0)");
// Verify padding after side
assert_eq!(data[17], 0, "padding byte 1");
assert_eq!(data[18], 0, "padding byte 2");
assert_eq!(data[19], 0, "padding byte 3");
// Verify type = 1 (Limit)
assert_eq!(data[20], 1, "type = Limit (1)");
// Verify padding after type
assert_eq!(data[21], 0, "padding byte 1");
assert_eq!(data[22], 0, "padding byte 2");
assert_eq!(data[23], 0, "padding byte 3");
// Verify price = 150.75 (IEEE 754 double)
let price_bytes = 150.75_f64.to_le_bytes();
assert_eq!(data[24..32], price_bytes, "price = 150.75");
// Verify volume = 100.0 (IEEE 754 double)
let volume_bytes = 100.0_f64.to_le_bytes();
assert_eq!(data[32..40], volume_bytes, "volume = 100.0");
println!("\n✅ Order binary format verification PASSED");
println!(" Header: [size: 32, type: 1]");
println!(" Fields: id={}, symbol={}, side={:?}, type={:?}, price={}, volume={}",
order.id, order.symbol, order.side, order.type_, order.price, order.volume);
println!(" Padding: Correctly added after enums (C++ struct alignment)");
}
}