Order Book V1

See 00_COURSEWORK.md for the project specs. Inspired by alissawu/miniex.

This project uses the Google C++ Style Guide and targets C++20.

Build, Test, and Run

$ # Replace "Debug" with "Release" for the release build
$ cmake -S . -B build/Debug -G Ninja -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_BUILD_TYPE=Debug
$ cmake --build build/Debug
$ ctest --test-dir build/Debug # Run tests (add --verbose for more detail)
$ ./clob_cli # Simulation/Replay tool

Run Benchmarks

Initial performance considerations and optimizations are documented in 02_PERFORMANCE.md.

$ cmake -S . -B build/Release -DCMAKE_BUILD_TYPE=Release -G Ninja -DCMAKE_EXPORT_COMPILE_COMMANDS=1
$ cmake --build build/Release && ./build/Release/orderbook_benchmark