order-book-pricer

Small project to play with C++17 and FlameGraph. See order-book-programming-problem.pdf for the problem definition.

Prerequisites

C++17 compiler. Tested with g++ (GCC) 8.1.1 20180531 and clang version 6.0.0 (tags/RELEASE_600/final)
perf
FlameGraph
Developed with Linux: 4.16.13-2-ARCH

Build

Use Makefile from the project root directory. Targets:

make - compile the project in release mode. -O2 flag is enabled.
make debug - compile the project in debug mode. Optimisations are disabled -O0 and debug symbols are available -g
make test - run the tests
make perf - generate the FlameGraph (in tests folder)
make time - show the runtime timings.

Other implementations

dark_rusty_pool is a Rust implementation by petr-tik