I used CLion IDE to edit and compile. Since it uses cmake, you can compile it without having to install CLion.
On Mac, go to a directory where you want to create the orderbook/ directory, and run
git clone https://github.com/c-s/orderbook.git
cd orderbook
cmake .
make
./orderbook
If your cmake is old, run
brew install cmake
to get the cmake version at least 3.5.