enewhuis / liquibook

Modern C++ order matching engine

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Build instructions don't mention anything about QuickFAST

thakkarparth007 opened this issue · comments

The README.md should mention about setting QUICKFAST_ROOT environment variable, as without setting it to appropriate value (liquibook/noQuickFast or the location of QuickFAST).

An alternative solution is to modify examples/depth_feed_publisher/depth_feed_publisher.mpc to make QuickFast optional, but I think this is simple enough.