Add automated tests and sanitizer-backed CI

.github/workflows/ci.yml

@@ -0,0 +1,27 @@
+name: C++ CI
+
+on:
+  push:
+    branches:
+      - main
+      - polishes
+  pull_request:
+    branches:
+      - main
+
+jobs:
+  build-test-sanitize:
+    runs-on: ubuntu-latest
+
+    steps:
+      - name: Check out repository
+        uses: actions/checkout@v4
+
+      - name: Build release executable
+        run: make
+
+      - name: Run automated tests
+        run: make test
+
+      - name: Run AddressSanitizer and UndefinedBehaviorSanitizer
+        run: make sanitize

Makefile

@@ -1,11 +1,39 @@
-CXX = g++
-CXXFLAGS = -std=c++17 -O2 -Wall -Wextra -Iinclude
+CXX ?= g++
+CPPFLAGS := -Iinclude
+COMMON_FLAGS := -std=c++17 -Wall -Wextra -Wpedantic -Wconversion -Wshadow
+RELEASE_FLAGS := -O2 -DNDEBUG
+DEBUG_FLAGS := -O0 -g3
+SANITIZER_FLAGS := -fsanitize=address,undefined -fno-omit-frame-pointer
 
-SRC = src/main.cpp src/OrderBook.cpp
-OUT = matching_engine
+BUILD_DIR := build
+ENGINE := $(BUILD_DIR)/matching_engine
+TEST_BIN := $(BUILD_DIR)/order_book_tests
+SANITIZER_TEST_BIN := $(BUILD_DIR)/order_book_tests_sanitize
 
-all:
-	$(CXX) $(CXXFLAGS) $(SRC) -o $(OUT)
+ENGINE_SOURCES := src/main.cpp src/OrderBook.cpp
+TEST_SOURCES := tests/OrderBookTests.cpp src/OrderBook.cpp
+
+.PHONY: all test sanitize clean
+
+all: $(ENGINE)
+
+$(BUILD_DIR):
+	mkdir -p $(BUILD_DIR)
+
+$(ENGINE): $(ENGINE_SOURCES) | $(BUILD_DIR)
+	$(CXX) $(CPPFLAGS) $(COMMON_FLAGS) $(RELEASE_FLAGS) $(ENGINE_SOURCES) -o $(ENGINE)
+
+$(TEST_BIN): $(TEST_SOURCES) | $(BUILD_DIR)
+	$(CXX) $(CPPFLAGS) $(COMMON_FLAGS) $(DEBUG_FLAGS) $(TEST_SOURCES) -o $(TEST_BIN)
+
+test: $(TEST_BIN)
+	./$(TEST_BIN)
+
+$(SANITIZER_TEST_BIN): $(TEST_SOURCES) | $(BUILD_DIR)
+	$(CXX) $(CPPFLAGS) $(COMMON_FLAGS) $(DEBUG_FLAGS) $(SANITIZER_FLAGS) $(TEST_SOURCES) -o $(SANITIZER_TEST_BIN)
+
+sanitize: $(SANITIZER_TEST_BIN)
+	ASAN_OPTIONS=detect_leaks=1 ./$(SANITIZER_TEST_BIN)
 
 clean:
-	rm -f $(OUT) matching_engine.exe
+	rm -rf $(BUILD_DIR)

include/OrderBook.hpp

@@ -7,6 +7,7 @@
 #include <functional>
 #include <list>
 #include <map>
+#include <optional>
 #include <unordered_map>
 #include <vector>
 
@@ -17,13 +18,9 @@ class OrderBook {
     using BuyBook = std::map<Price, OrderQueue, std::greater<Price>>;
     using SellBook = std::map<Price, OrderQueue>;
 
-    // Buy book: highest price first
     BuyBook buyBook;
-
-    // Sell book: lowest price first
     SellBook sellBook;
 
-    // Stores where an order currently exists in the book
     struct OrderLocation {
         Side side;
         Price price;
@@ -36,31 +33,32 @@ class OrderBook {
         std::size_t tradesGenerated;
     };
 
-    // Fast lookup by order ID for cancel/modify
     std::unordered_map<int, OrderLocation> orderMap;
-
-    // Stores all executed trades
     std::vector<Trade> trades;
-
-    // Used to preserve time priority
     long long timestampCounter;
     bool verboseOutput;
 
-    // Internal helper functions
     void matchBuyOrder(Order& incomingOrder);
     void matchSellOrder(Order& incomingOrder);
     void addToBook(const Order& order);
     BenchmarkResult runBenchmarkOnce(int numberOfOrders, unsigned int seed);
 
 public:
-    OrderBook();
+    explicit OrderBook(bool verbose = true);
 
-    void addOrder(int orderId, Side side, int price, int quantity);
-    void cancelOrder(int orderId);
-    void modifyOrder(int orderId, int newPrice, int newQuantity);
+    bool addOrder(int orderId, Side side, int price, int quantity);
+    bool cancelOrder(int orderId);
+    bool modifyOrder(int orderId, int newPrice, int newQuantity);
 
     void printBook() const;
     void printTrades() const;
     void runBenchmark(int numberOfOrders);
     void runBenchmarkMultiple(int numberOfOrders, int runs);
+
+    [[nodiscard]] bool hasOrder(int orderId) const noexcept;
+    [[nodiscard]] std::optional<Order> getOrder(int orderId) const;
+    [[nodiscard]] const std::vector<Trade>& getTrades() const noexcept;
+    [[nodiscard]] std::size_t activeOrderCount() const noexcept;
+    [[nodiscard]] std::optional<int> bestBid() const noexcept;
+    [[nodiscard]] std::optional<int> bestAsk() const noexcept;
 };