https://github.com/roq-trading/roq-cpp-client-template

cpp23 example template

Last synced: 9 months ago
JSON representation

C++ client template project.

Host: GitHub
URL: https://github.com/roq-trading/roq-cpp-client-template
Owner: roq-trading
License: mit
Created: 2023-01-21T09:35:40.000Z (almost 3 years ago)
Default Branch: master
Last Pushed: 2025-02-16T09:16:57.000Z (11 months ago)
Last Synced: 2025-02-16T10:24:21.653Z (11 months ago)
Topics: cpp23, example, template
Language: C++
Homepage: https://roq-trading.com/
Size: 98.6 KB
Stars: 3
Watchers: 4
Forks: 2
Open Issues: 0
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- License: LICENSE

README

A template project to help you get started with creating your own strategies using Roq's C++ API.

The project includes

* Bare-minimum implementation needed to support strategy development

* Live trading
* Simulation

* A static library (named `tools`)

* Allows you to build testable logic separate from the actual strategy

* Test target

* Using Catch2

* Benchmark target

* Using Google benchmark

* Conda build recipe

## Prerequisites

> Use `stable` for (the approx. monthly) release build.
> Use `unstable` for the more regularly updated development builds.

### Initialize sub-modules

```bash
git submodule update --init --recursive
```

### Create development environment

```bash
scripts/create_conda_env unstable debug
```

### Activate environment

```bash
source opt/conda/bin/activate dev
```

## Build the project

> Sometimes you may have to delete CMakeCache.txt if CMake has already cached an incorrect configuration.

```bash
cmake . && make -j4
```

## License

The project is released under the terms of the MIT license.