Finally had the time to post the source code for the order matching engine. You can check it out here.
To compile, best is to create an Eclipse C++ project and add all the source files. You must already have the following libraries installed: ACE, Boost, QuickFIX, log4cxx, and pugixml.
To run, make sure the config/ folder is in the same directory as the executable, modify the configuration files as appropriate and simply type in the name of the executable in the command line.
For testing, I used the Banzai GUI trading app that comes bundled with QuickFIX/J to connect with the matching engine and to submit test orders.
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Hi Ben,
ReplyDeleteWhich compiler did you use with eclipse? I tried compiling quickfix with mingw/msys but could not make it work
I try getting the source code without success
ReplyDelete