To build,

Compile files

g++ -std=c++17 -Wall -Wextra -O2 -c Order.cpp -o Order.o g++ -std=c++17 -Wall -Wextra -O2 -c OrderBook.cpp -o OrderBook.o g++ -std=c++17 -Wall -Wextra -O2 -c MatchingEngine.cpp -o MatchingEngine.o g++ -std=c++17 -Wall -Wextra -O2 -c main.cpp -o main.o

Link and create the .exe

g++ -std=c++17 -Wall -Wextra -O2 Order.o OrderBook.o MatchingEngine.o main.o -o hft-simulator

Run it

./hft-simulator