You can compile & run this project using cmake
& make
.
Simply run cmake .
in the root project directory to generate a Makefile, and then run make
-- this will output an executable named depthify
that outputs the price-depth snapshot of the orderbook every time an order event warrants a change in the first n
levels on the bid or the ask side.
You can then use it by passing in the exchange stream into the stdin of the process, and passing a number as a command line argument; for example, to output (to stdout) the first five levels changing for input1.stream
:
cat input1.stream | ./depthify 5
In the root of your directory:
cmake .
make
cat <stream_name> | ./depthify <depth>
You can also see the human-readable exchange order information on stderr by setting the DEBUG
environment variable to true.
viv