Market Data Receiver Project

This project demonstrates the use of SYCL, ZeroMQ, and QuickFIX to receive and process market data. The system connects to a ZeroMQ channel for market data transmission and uses QuickFIX for message parsing. The program also uses DPC++ for running FPGA/CPU/GPU tasks.

Installing

bash pip install dxcore

Prerequisites

Ensure the following are installed and set up:

Development

Configuring build

git clone git@github.com:divergex/dxcore
cd dxcore

Configuring CMake

cmake -DCMAKE_BUILD_TYPE=Debug -DCMAKE_MAKE_PROGRAM=ninja -G Ninja -S ./ -B cmake-build-debug 

Building dxcore

cmake --build cmake-build-debug --target dxcore -j $(nproc)

Building python bindings

cmake --build cmake-build-debug --target python -j $(nproc)

Installing python package

pip install -e .

Local build test

act push -b \
  --artifact-server-path=/tmp/artifacts \
  --container-options "--privileged";