/cpp-iem

Iowa Electronic Markets

Primary LanguageC++MIT LicenseMIT

README

This project implements an algorithmic low latency market making strategy on the Iowa Electronic Markets exchange.

How do I get set up?

Instructions for macOS 10.12 (Sierra) using HomeBrew:

  • Install HomeBrew: /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"

  • Install brew packages: brew install wget openssl cmake boost homebrew/boneyard/cpp-netlib

  • Download cpp-iem: git clone --recursive -j4 https://github.com/rheineke/cpp-iem.git

  • Build cpp-iem: cd cpp-iem & CMAKE_C_COMPILER=clang CMAKE_CXX_COMPILER=clang++ ./build-cmake.sh

  • Alternatively, build cpp-iem with waf by replacing last command:

  • Download waf: wget https://waf.io/waf-1.9.5 && chmod 755 waf-1.9.5 && alias waf=$PWD/waf-1.9.5

  • Build cpp-iem: cd cpp-iem & ./build-waf.sh