MarketMakerSimulator🏃‍♀️‍➡️

Financial market streaming and order execution simulator written in C++.

Low latency, data locality, and high performance are paramount.

Only tested on Linux, and it works on any distro. Not tested on MacOS yet. There will never be Windows support.

Requirements / Dependencies

This project requires a modern C++ toolchain and several libraries that the build system expects. The easiest way to get a known-good environment is by using Nix (see below), but if you prefer system packages the list below covers what CMake asks for.

Minimum / runtime build deps:

• A C++ compiler with C++23 support (g++ or clang)
• CMake (>= 3.15)
• Make or Ninja
• pkg-config
• Boost
• OpenSSL development headers
• nlohmann_json (CMake: find_package(nlohmann_json REQUIRED))
• toml11 (CMake: find_package(toml11 REQUIRED)) — package name may vary per distro

Additional (for tests / benchmarks / dev):

• Google Test (find_package(GTest REQUIRED))
• Google Benchmark (find_package(benchmark REQUIRED))
• fastinahurry — pulled via CMake FetchContent; make sure a copy of fastinahurry is available or adjust the FetchContent SOURCE_DIR in CMakeLists.txt (the project grabs it from GitGud by default)

Notes:

• GTest and benchmark are only required if you build and run all, unit_tests or benchmarks targets.
• toml11 package names vary; if your distro doesn't provide it, install from the upstream repo or add a small header-only copy.
• fastinahurry is available at https://gitgud.boo/xbazzi/fastinahurry.git.

Again, using the Nix development environment will install all the dependencies and set up the environment variables for you.

Example package install commands:

Debian/Ubuntu:

sudo apt update
sudo apt install -y build-essential cmake ninja-build pkg-config \
  libssl-dev libboost-all-dev nlohmann-json3-dev libgtest-dev libbenchmark-dev
# toml11 may not be packaged; install from source if needed

Fedora/RHEL/CentOS:

sudo dnf install -y gcc-c++ cmake ninja-build pkgconfig \
  openssl-devel boost-devel nlohmann-json-devel gtest-devel benchmark-devel
# toml11 may not be packaged; install from source if needed

Arch:

sudo pacman -S --needed base-devel cmake ninja openssl boost pkgconf nlohmann-json gtest benchmark
# toml11 may not be packaged; install from source if needed

Building

Using Nix (recommended)

Install nix (and optionally direnv) and run the flake.nix to load all dependencies in your local environment:

nix develop

This will drop you into a shell with the proper dependencies. Then build the project:

make all

Using non-Nix package managers

If you prefer not to use Nix, just install the dependencies shown above for your distro.

Once you have the dependencies, run the Makefile from the project root:

make all

For a help printout of all targets, run make help.

Running

First, run the server:

./build/bin/server &

Then run the client, preferably in another terminal so the output doesn't get interleaved with the server's:

./build/bin/client

The benefits of Nix

If you have direnv, run direnv allow and enjoy having your packages loaded automatically when you cd into the repo; no need to run nix develop every time you're in a new shell or to switch shells for multiple projects.

Troubleshooting

• For development you may want additional tools such as clang-format, ccache, valgrind/memcheck, or benchmarking tooling available in benchmarks/.
• If you run into missing packages or CMake cannot find a library, double-check that the dev/header packages are installed and that pkg-config can locate them.