Integrated quickfix, orderbook, matching engine, new structs

.gitignore

@@ -53,4 +53,6 @@ vcpkg_installed/
 
 # quickfix engine logs
 exchange-gateway-log/
-exchange-gateway-store
+exchange-gateway-store
+
+gateway-log/*

CMakeLists.txt

@@ -10,10 +10,11 @@ set(CMAKE_CXX_STANDARD_REQUIRED  ON)
 set(CMAKE_CXX_EXTENSIONS        OFF)
 
 if (NOT CMAKE_BUILD_TYPE)
-  message("--Setting build type to 'Debug' as none was specified")
-  set(CMAKE_BUILD_TYPE "Debug" FORCE)
+  message(STATUS "Setting build type to 'Debug' as none was specified")
+  set(CMAKE_BUILD_TYPE Debug CACHE STRING "Build type" FORCE)
 endif()
 
+
 #
 ## Unit Tests
 #option(BUILD_TESTING "Build unit tests" ON)
@@ -26,12 +27,14 @@ endif()
 #
 
 add_subdirectory(src/engine)
-add_subdirectory(src/exchange)
+add_subdirectory(src/gateway)
+add_subdirectory(src/matching-engine)
+add_subdirectory(src/orchestration)
+add_subdirectory(src/orderbook)
 add_subdirectory(src/sequencer)
-add_subdirectory(src/network-inbound)
-# add_subdirectory(src/network-outbound)
-add_subdirectory(src/network-manager)
-add_subdirectory(src/exchange-gateway)
+
+# for executables
+add_subdirectory(apps/)
 
 
 add_executable(${PROJECT_NAME} src/main.cpp)
@@ -40,3 +43,4 @@ target_link_libraries(${PROJECT_NAME}
     PRIVATE
         exchange_controller
 )
+

apps/CMakeLists.txt

@@ -0,0 +1,10 @@
+add_executable(test test_compile.cpp)
+
+find_package(quickfix CONFIG REQUIRED)
+
+target_link_libraries(test PRIVATE
+    matching_engine
+    gateway
+    orderbook
+    quickfix
+)

apps/gateway_main.cpp

@@ -1 +1,25 @@
-// TO DO create executable to spin up FIX/TCP connections
+#include <iostream>
+
+#include "gateway/gateway.hpp"
+
+#include "quickfix/SocketAcceptor.h"
+#include "quickfix/FileStore.h"
+#include "quickfix/FileLog.h"
+#include "quickfix/SessionSettings.h"
+
+// starts gateway to accept incoming orders from brokers
+int main() {
+
+    FIX::SessionSettings settings("gateway.cfg");
+    Gateway app;
+    FIX::FileStoreFactory storeFactory(settings);
+    FIX::FileLogFactory logFactory(settings);
+    FIX::SocketAcceptor acceptor(app, storeFactory, settings, logFactory);
+
+    acceptor.start();
+    std::cout << "Exchange acceptor running..." << "\n";
+    std::cout << "press ENTER to stop" << "\n";
+    std::cin.get();  // wait for Enter
+    acceptor.stop();
+    return 0;
+}

apps/test_compile.cpp

@@ -0,0 +1,29 @@
+#include <iostream>
+
+#include "gateway/gateway.hpp"
+#include "matching-engine/matching_engine.hpp"
+
+#define NL "\n"
+using std::cout;
+
+#include "quickfix/SocketAcceptor.h"
+#include "quickfix/FileStore.h"
+#include "quickfix/FileLog.h"
+#include "quickfix/SessionSettings.h"
+
+int main(int argc, char** argv) {
+
+    // try to make a matching engine
+    exchange::MatchingEngine me("XYZ");
+
+    FIX::SessionSettings settings("gateway.cfg");
+    Gateway app;
+    FIX::FileStoreFactory storeFactory(settings);
+    FIX::FileLogFactory logFactory(settings);
+    FIX::SocketAcceptor acceptor(app, storeFactory, settings, logFactory);
+
+    acceptor.start();
+    std::cout << "Exchange acceptor running..." << std::endl;
+    std::cin.get();  // wait for Enter
+    acceptor.stop();
+}