mdfh

Market data feed simulator and receiver

Requirements

The build has been tested on

1. g++ 8.3 on Fedora Core 30 or g++ 9.1 on Mac
2. Boost (>= v1.66)

How to build

1. Create a build directory on preferably on the top-level directory and cd to it
2. Run cmake to create the Makefile On Linux and Mac this is:

$ cmake .. -G "Unix Makefiles"

3. Then, build

$ cmake --build .

The output binaries should be available from the bin/ directory on the build dir.

How to run

To run the client (market data receiver)

$ ./client 0.0.0.0 239.255.0.1

To run the server (market data simulator)

$ ./server 239.255.0.1

Extra: a python script is also included on the python/ directory. It is a UDP listener which just prints out all UDP traffic on the multicast group 239.255.0.1 port 54321. This requres the Twisted library.

$ python3 mdfh_client.py