Installation Guide

This guide provides step-by-step instructions to install and build the FUNCTIONAL FIX-FastTrade system. The project has been successfully tested and builds on macOS (ARM64/Intel), Linux, and Windows platforms.

📦 Cross-Platform Package Manager Options

Using vcpkg (Windows/Linux/macOS)

Linux/macOS: .. code-block:: bash

# Install vcpkg git clone https://github.com/Microsoft/vcpkg.git cd vcpkg ./bootstrap-vcpkg.sh

# Install dependencies for Linux ./vcpkg install boost:x64-linux quickfix:x64-linux tbb:x64-linux benchmark:x64-linux

# Install dependencies for macOS Intel ./vcpkg install boost:x64-osx quickfix:x64-osx tbb:x64-osx benchmark:x64-osx

# Install dependencies for macOS Apple Silicon ./vcpkg install boost:arm64-osx quickfix:arm64-osx tbb:arm64-osx benchmark:arm64-osx

# Build with vcpkg cd /path/to/FIX-FastTrade mkdir build && cd build cmake .. -DCMAKE_TOOLCHAIN_FILE=/path/to/vcpkg/scripts/buildsystems/vcpkg.cmake make -j$(nproc) # Linux: nproc, macOS: sysctl -n hw.ncpu

Windows: .. code-block:: cmd

REM Install vcpkg git clone https://github.com/Microsoft/vcpkg.git cd vcpkg .bootstrap-vcpkg.bat

REM Install dependencies .vcpkg install boost:x64-windows quickfix:x64-windows tbb:x64-windows benchmark:x64-windows

REM Build with vcpkg cd pathtoFIX-FastTrade mkdir build && cd build cmake .. -DCMAKE_TOOLCHAIN_FILE=C:vcpkgscriptsbuildsystemsvcpkg.cmake cmake –build . –config Release –parallel

Using Conan

# Install Conan pip install conan

# Install dependencies conan install . –build=missing

# Build mkdir build && cd build cmake .. -DCMAKE_TOOLCHAIN_FILE=conan_toolchain.cmake make -j$(nproc)

Using System Package Managers

macOS (Homebrew) - ARM64 & Intel Support

# Install required dependencies brew install cmake boost quickfix pkg-config

# Optional performance dependencies brew install intel-tbb google-benchmark spdlog

# Clone and build git clone –recursive https://github.com/muditbhargava66/FIX-FastTrade.git cd FIX-FastTrade mkdir -p build && cd build

# Configure for your architecture cmake .. -DCMAKE_BUILD_TYPE=Release make -j$(sysctl -n hw.ncpu)

# Test the build ./bin/fix-fasttrade –help

Ubuntu/Debian

# Update package list sudo apt update

# Install required dependencies sudo apt install -y

build-essential cmake pkg-config libboost-all-dev libquickfix-dev

# Optional performance dependencies sudo apt install -y

libtbb-dev libbenchmark-dev libspdlog-dev

# Clone and build git clone –recursive https://github.com/muditbhargava66/FIX-FastTrade.git cd FIX-FastTrade mkdir -p build && cd build cmake .. -DCMAKE_BUILD_TYPE=Release make -j$(nproc)

# Verify installation ./bin/fix-fasttrade –help

CentOS/RHEL/Fedora

# CentOS/RHEL sudo yum install -y gcc-c++ cmake pkgconfig boost-devel

# Fedora sudo dnf install -y gcc-c++ cmake pkgconfig boost-devel

# Build mkdir build && cd build cmake .. make -j$(nproc)

🔧 Build Configuration Options

Debug Build

cmake .. -DCMAKE_BUILD_TYPE=Debug

Release Build (Optimized)

cmake .. -DCMAKE_BUILD_TYPE=Release

With Specific Features

# Enable all optimizations cmake .. -DCMAKE_BUILD_TYPE=Release -DENABLE_SIMD=ON -DENABLE_BENCHMARKS=ON

# Disable specific features cmake .. -DENABLE_TBB=OFF -DENABLE_BENCHMARKS=OFF

🧪 Testing

Run Unit Tests

cd build

# Run all tests make test

# Run tests with detailed output ctest –verbose

# Run specific test categories ctest -R “fix.*” –verbose # FIX protocol tests ctest -R “model.*” –verbose # Trading model tests

Run Performance Benchmarks (if enabled)

cd build

# Run performance benchmarks ./bin/fix-fasttrade-benchmarks

# Run with specific parameters ./bin/fix-fasttrade –config ../config/fix-config.xml –stats-interval 10

Verify Installation

# Check executable works ./bin/fix-fasttrade –help

# Test with sample configuration ./bin/fix-fasttrade –config ../config/fix-config.xml –cpu-main 0

🐳 Docker Support

Build Docker Image

docker build -t fix-fasttrade .

Run in Container

docker run -it fix-fasttrade

📋 Dependencies

Required Dependencies (Verified Working)

  • CMake >= 3.14 ✅

  • C++17 compatible compiler (GCC 8+, Clang 7+, MSVC 2019+) ✅

  • Boost >= 1.71.0 (system, thread, filesystem, date_time, program_options, log) ✅

  • QuickFIX (included as git submodule) ✅

  • GoogleTest (included as git submodule) ✅

Optional Dependencies (Performance Enhancements)

  • Intel TBB (parallel algorithms) ⚡

  • Google Benchmark (performance testing) 📊

  • spdlog (high-performance logging) 📝

  • Doxygen (API documentation generation) 📚

Platform-Specific Notes

macOS Support

  • Apple Silicon (ARM64): Native M1/M2 support with NEON SIMD optimizations - Minimum: macOS 11.0 (Big Sur) - Optimized for Apple’s unified memory architecture - Native performance without Rosetta translation

  • Intel (x86_64): Full Intel optimization with SSE/AVX support - Minimum: macOS 10.15 (Catalina) - AVX2 and Intel TBB optimizations available - Supports all Intel Mac models from 2015+

Linux Support

  • x86_64: Comprehensive support across distributions - Ubuntu 20.04+, Debian 11+, CentOS 8+, RHEL 8+, Fedora 34+ - SSE4.2, AVX, AVX2, and AVX-512 SIMD support - Intel TBB and custom memory allocators

  • ARM64: Native ARM support for modern ARM processors - Raspberry Pi 4+, AWS Graviton2/3, Ampere Altra - NEON SIMD optimizations - Tested on Ubuntu 20.04+ ARM64

Windows Support

  • x86_64: Full Windows 10/11 support - MSVC 2019+ with C++17 support - vcpkg recommended for dependency management - SSE/AVX optimizations with Intel TBB

  • ARM64: Experimental Windows on ARM support - Windows 11 ARM64 with native compilation - Limited testing on Surface Pro X and similar devices

🔍 Troubleshooting

Common Issues

1. QuickFIX Not Found

# macOS brew install quickfix

# Ubuntu sudo apt install libquickfix-dev

# Or build from source cd third_party/quickfix mkdir build && cd build cmake .. -DCMAKE_BUILD_TYPE=Release make -j$(nproc)

2. Boost Version Issues

# Check Boost version cmake .. -DBoost_DEBUG=ON

# Force specific Boost version cmake .. -DBOOST_ROOT=/path/to/boost

3. Compiler Issues

# Specify compiler cmake .. -DCMAKE_CXX_COMPILER=g++-9

# Check C++17 support g++ –version clang++ –version

4. Platform-Specific Issues

macOS ARM64 (Apple Silicon): .. code-block:: bash

# Use Rosetta if needed arch -x86_64 brew install quickfix

# Native ARM build cmake .. -DCMAKE_OSX_ARCHITECTURES=arm64

Linux Missing Libraries: .. code-block:: bash

# Install development packages sudo apt install build-essential libc6-dev

# Check library paths ldconfig -p | grep boost

🚀 Performance Optimization

For Maximum Performance
cmake ..

-DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_FLAGS=”-O3 -march=native -mtune=native” -DENABLE_SIMD=ON -DENABLE_LTO=ON

For Development
cmake ..

-DCMAKE_BUILD_TYPE=Debug -DENABLE_SANITIZERS=ON -DENABLE_TESTING=ON

📚 Next Steps

After successful installation:

  1. Configure: Edit config/fix-config.xml

  2. Run: ./bin/fix-fasttrade --config config/fix-config.xml

  3. Test: make test

  4. Benchmark: ./bin/fix-fasttrade-benchmarks

🆘 Getting Help