VWAP Market Depth Profile Calculation

Assumption: Java 8 installed and Maven installed on the machine

Just clone the repository https://github.com/bis-java-git/VWAP.git and run the maven command as follows, assuming apache maven is installed.

mvn clean install

Please note running of RegressionTest have been exculded in the pom.xml, only appropriate for regression testing on performance server, this is done to test concurrency and volume of data.

If maven is an issue or unable to build package and run tests then follow steps below for running of application.

Please download jar/vwap-full.jar file from the GIT repository. by clicking and then pressing Raw button.

Finally run following command

java -jar vwap-full.jar.

Please note Java 8 is required and must be installed on the machine.

Ruuning Unit Tests without maven

If you want to run all the unit tests without maven, please download all the files in the jar folder onto your local machine and run "run.bat"

Enjoy