mkipnis / idefix

Integrated Development Environment for Financial Information Exchange

IDEFIX

Integrated Development Environment for Financial Information Exchange

Style Guide

Follow this cpp style guide http://isocpp.github.io/CppCoreGuidelines/CppCoreGuidelines

Dependencies

• C++11 Compiler
• CMake 3.7+
• quickfix https://github.com/karopawil/quickfix
• spdlog https://github.com/gabime/spdlog
• anyStock https://www.anychart.com/
• nod https://github.com/fr00b0/nod

anyChart/anyStock

The chart data will be written to public_html/ folder. The filenames are like:

EURUSD_bars.csv

When idefix is startet these files will be removed to prevent issues in drawing gaps.

Build

Custom Compiler Definitions

• CMAKE_SHOW_DEBUG_OUTPUT=1 # enables renkobrick brick output
• CMAKE_USE_HTML_CHARTS=1 # writes csv files to public_html and creates chart.html
• CMAKE_PROJECT_VERSION # sets project version. this is used in code for version printing.

Debug

To build a debug binary, you can use the scripts/debug.sh script or run:

$ mkdir build
$ cd build
$ cmake -DCMAKE_BUILD_TYPE=Debug ..
$ make

In Debug mode the console output goes to stdout.

Release

To build a release binary, you can use the scripts/release.sh script or run:

$ mkdir build
$ cd build 
$ cmake -DCMAKE_BUILD_TYPE=Release ..
$ make
$ sudo make install

In Release mode the console output for debugging goes to a file release.log in the folder where you have executed idefix.

Run

You have to set a strategy configuration file. Without the configuration, nothing happens.

$ screen
$ idefix -s awesome.cfg fxcm.cfg

Leave screen session with STRG+A+d. In release mode all debug output goes to release.log, which can be watched by:

$ tail -f release.log