Backend of Dark Pool

Goals

• Facilitate rapid development and deployment of high-performance, scalable exchanges.
• Provide FAST1.2, FIX5.0SP2/FIXT1.1, and JSON-RPC reference gateways.

Build Dependencies

• Clang 3.2+ or gcc 7.1 with a C++11 compliant libc++
• CMake 3.8.0

Supported Platforms

Development is done on MacOS X Sierra 10.12 with FreeBSD 10 as the primary deployment target.

Build instructions

git clone git@github.com:dendisuhubdy/dark_pool.git
mkdir build
cd build
cmake ..
make -j n

where n is the number of preferred threads

3rd party components

• libuv
• disruptor--
• Liquibook: an incredibly fast order matching engine.
• QuickFIX: a FIX message parser.
• QuickFAST: a FAST message parser.