offcenter_trading

The offcenter_trading project is a set of C++ applications and libraries that implement a microservices based trading system.

Documentation

API Reference

Installation

This project is hosted on github under user CodeRancher.

Clone

To clone this repository use the git command:

git clone https://github.com/CodeRancher/offcenter_trading.git

Build

The most simple build, if dependencies are installed globally.

cd offcenter_trading
mkdir build
cd build
cmake ..
make

A more complicated build if the libraries are in non-standard locations.

cd offcenter_trading
mkdir build
cd build
cmake \
    -DCMAKE_INSTALL_PREFIX=<installation path> \
    -DBUILD_DOC=<ON|OFF> \
    -DCMAKE_PREFIX_PATH="<nlohmann json path>;<cpprestsdk path>" \
    -DBOOST_ROOT=<boost root> \
    -DEASYLOGGINGPP_ROOT=<easyloggingpp root> \
    -DEASYLOGGINGPP_USE_STATIC_LIBS=<ON|OFF> \
    -DAPR_ALTLOCATION=<alt location for apr> \
    -DGTEST_ROOT=<googletest root> \
    ..
make install

Important make commands.

Command	Action
make	Build library. Build documentation if ${BUILD_DOC}=ON
make install	Build library and install to ${CMAKE_INSTALL_PREFIX}. Build documentation if ${BUILD_DOC}=ON
make doc_doxygen	Build library. Build documentation if ${BUILD_DOC}=ON

Important cmake build variables.

Variable	Description	Examples
CMAKE_INSTALL_PREFIX	Install directory for make install.	e.g. ${HOME}/libs
CMAKE_PREFIX_PATH	Directories to search during make.	${HOME}/libs/cmake/nlohmann_json;${HOME}/libs/cmake/cpprestsdk
BUILD_DOC	Build Doxygen documentation during make doc_doxygen. Can be 'ON' or 'OFF'.	ON
BOOST_ROOT	Boost library location.	e.g. ${HOME}/libs
EASYLOGGINGPP_ROOT	Easylogging++ library location.	e.g. ${HOME}/libs
EASYLOGGINGPP_USE_STATIC_LIBS	If ${EASYLOGGINGPP_USE_STATIC_LIBS} is ON then static libs are searched.	ON
APR_ALTLOCATION	Alternate location to search for libraries/executables	e.g. ${HOME}/libs
GTEST_ROOT	The root directory of the Google Test installation.	e.g. ${HOME}/libs

Dependencies

Library	Minimum Version	License
nlohmann json	3.9.1	MIT
C++ REST SDK	2.10.16	MIT
Boost	1.74	Boost Software License 1.0
Easylogging++	9.97.0	MIT
SOCI	v4.0.1	GNU LGPL version 2.1
GoogleTest	1.10.0	BSD 3-Clause "New" or "Revised" License (modified)
OpenSSL	1.1.1	openssl-ssleay
MariaDBClient	1.0.1	GNU LGPL version 2.1

Tools
Doxygen

Libraries

common

Common elements used in any of the Trading libraries or applications.

data_types

Trading specific datatypes.

data_types_amqp

AMQP conversion routines for the trading specific datatypes.

data_types_json

JSON conversion routines for the trading specific datatypes.

data_types_soci

SOCI conversion routines for the trading specific datatypes.

db

SQL for creating a trading database. Not currently used.

imgui_cmake

Placeholder for building imgui. Not implemented.

oanda_persistence_client

Specific code for the Oanda Persistence Client application.

trading

Generic code for trading.

trading_db

Database specific code for trading.

Roadmap

Missing Functionality

Add missing functionality.

Testing

The library needs testing from end-to-end. There are basic tests and examples for some of the most used calls but the rest of the system needs validation.

Documentation

1. Create the missing documenation.
2. Add examples.

License

Apache License, Version 2.0