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Validate across three instruments, and find where order flow imbalanc… #7

Validate across three instruments, and find where order flow imbalanc…

Validate across three instruments, and find where order flow imbalanc… #7

Workflow file for this run

name: CI
on:
push:
branches: ["**"]
pull_request:
workflow_dispatch:
jobs:
build-and-test:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/setup-dotnet@v4
with:
dotnet-version: "8.0.x"
- name: Restore
run: dotnet restore MarketDataSimulator.sln
- name: Build
run: dotnet build MarketDataSimulator.sln -c Release --no-restore
- name: Test
run: dotnet test Tests/Tests.csproj -c Release --no-build --verbosity normal
- name: Real-data replay (20k-message NASDAQ slice)
run: dotnet test Tests/Tests.csproj -c Release --no-build --filter "FullyQualifiedName~RealDataReplayTests"
- name: Matching engine micro-benchmark (smoke)
run: dotnet run --project Bench/Bench.csproj -c Release --no-build -- matching --sizes 1000
- name: Order book micro-benchmark (smoke)
# Not a performance gate - CI runners are far too noisy for that. This only proves the
# benchmark still builds and runs, so it cannot rot between measurement sessions.
run: dotnet run --project Bench/Bench.csproj -c Release --no-build -- books --depths 10
- name: Feed smoke test
run: ./scripts/smoke.sh