Algoticks is an algorithmic trading simulator written in C.

Building

Optimizations

Some optimizations are disabled by default to improve speed and efficiency.

#uncomment below line to enable Optimizations
#set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -DCHOMP -DQUOTED_CHECK -DCHECK_ROW_INTEGRITY")

Release

Recommended Compiler: GCC

Recommended Standard: C11

Dependencies:

• JSON-C
• ZeroMQ
• libuv

mkdir bin
cd bin
cmake ..
make

upon successful compilation, the binary executable along with config files are found in release (bin/release) folder.

Debug

mkdir bin
cd bin
cmake -DCMAKE_BUILD_TYPE=Debug ..
make

upon successful compilation, the binary executable along with config files are found in debug (bin/debug) folder.

Building on Windows (experimental)

1. Install MSYS2
2. Install CMake for Windows.
3. Add the following to System PATH:

C:\msys64\mingw64\include
C:\msys64\mingw64\bin
C:\msys64\mingw64\lib
C:\msys64\usr\bin

Run the following commands in mingw64.exe terminal:

pacman -S base-devel mingw-w64-x86_64-gcc mingw-w64-x86_64-gdb mingw-w64-x86_64-json-c mingw-w64-x86_64-zeromq mingw-w64-x86_64-libuv

Run the following commands from repository root directory:

mkdir bin
cd bin
cmake -G "MinGW Makefiles" ..
mingw32-make.exe

Usage

Usage: algoticks [OPTION...]
Algoticks - algorithmic trading simulator.

  -b, --benchmark            Benchmark mode
  -B, --benchmarkfile=FILE   Benchmark file.
  -C, --configfile=FILE      Config file.
  -d, --derivative           Derivative mode
  -D, --debug=LEVEL          Debug mode.
  -l, --live                 Live mode. Wait for date at EOF
  -s, --socket=PORT          Open socket to receive data at EOF
  -S, --settingsfile=FILE    settings file.
  -?, --help                 Give this help list
      --usage                Give a short usage message
  -V, --version              Print program version

Mandatory or optional arguments to long options are also mandatory or optional
for any corresponding short options.

Report bugs to <[email protected]>.

Timeline

Start of development: 13-Jun-2020

Repository made public: 02-Jul-2020

Credits

Icons made by Eucalyp from www.flaticon.com