Market Sim

C++20 market simulator: limit-order book, matching engine, geometric-Brownian mock feed on a single-producer/single-consumer ring buffer, portfolio and pre-trade risk checks, REST API (cpp-httplib), and a terminal UI (FTXUI). Prices are integer cents, quantities are whole shares, simulated time is a monotonic tick counter.

Requirements

• CMake 3.20+
• C++20 compiler (Clang 14+ or GCC 11+)
• Git (FetchContent pulls dependencies)

Build

cmake -S . -B build -DCMAKE_BUILD_TYPE=Debug
cmake --build build

Release:

cmake -S . -B build -DCMAKE_BUILD_TYPE=Release
cmake --build build

CMake options:

• -DMARKETSIM_WERROR=OFF — do not treat warnings as errors.
• -DMARKETSIM_SANITIZE=OFF — disable AddressSanitizer and UBSan in Debug builds.

Tests

ctest --test-dir build --output-on-failure

Debug builds use -Werror and sanitizers by default (unless disabled above).

Small demo binary

./build/marketsim

Executables

Binary	HTTP	Terminal UI	Notes
marketsim_server	yes (0.0.0.0:8080 by default)	no	Feed threads + REST.
marketsim_dashboard	no	yes	Same runtime, trade via UI.
marketsim_demo	yes (127.0.0.1)	yes	REST and UI share one SimulatorService.

Run long-lived binaries from the repository root (or pass an explicit path) so config/symbols.json resolves. If the file is missing or invalid, built-in defaults apply (same symbol set as GbmFeed::register_default_symbols()).

./build/marketsim_server [port] [path/to/symbols.json]
./build/marketsim_dashboard [SYMBOL] [path/to/symbols.json]
./build/marketsim_demo [port] [path/to/symbols.json] [ui_focus_symbol]

Stop with Ctrl+C (SIGINT/SIGTERM): HTTP thread stops and joins, then feed threads stop.

REST quick start

Example limit buy (adjust price_cents to cross the book if needed):

curl -sS -X POST http://127.0.0.1:8080/api/v1/orders \
  -H 'Content-Type: application/json' \
  -d '{"symbol":"AAPL","side":"buy","type":"limit","quantity":10,"price_cents":25000}'

Useful reads: GET /api/v1/portfolio, /api/v1/trades, /api/v1/quote/<SYM>, /api/v1/orderbook/<SYM>.

Configuration

config/symbols.json defines the symbol list and optional per-symbol fields (initial_price_cents, drift, volatility), plus optional feed settings (seed, dt_years, pump_interval_ms). See the checked-in file for shape.

On startup, seed_demo_liquidity places wide resting bid/ask around a mid derived from config so books are usually tradable immediately.

Project layout

Path	Purpose
include/marketsim/	Headers: domain, order book, matching, event bus, feed, portfolio, config, runtime, gateway, view, UI
src/	Implementations and entry points
tests/	GoogleTest suites
config/	Runtime JSON
cmake/	Shared CMake helpers

Architecture (short)

• Layers: domain types and market structs → orderbook / matching → portfolio + risk → gateway::SimulatorService (HTTP façade) → view read models for the UI → ui formatting and FTXUI.
• Threads: SimulatorRuntime runs a producer (GBM ticks pushed to an SPSC ring) and a consumer (applies marks and risk reference from each Tick). HTTP runs on its own thread in server/demo binaries. The service uses one mutex for all mutations and reads through its public API.
• Design choices: Integer money avoids rounding bugs in core logic. The SPSC queue matches one writer and one reader, ticks can be dropped if the ring is full. The TUI uses capture_view_snapshot (structs) rather than parsing JSON.