DOC: Improve C++ client integration docs

Author: threecgreen

README.md

@@ -6,7 +6,7 @@
 The official C++ client library for [Databento](https://databento.com).
 The client supports both streaming live and historical data through similar interfaces.
 
-**Please note:** this client currently supports historical data and is under active development as Databento prepares to launch live data.
+**Please note:** this client currently only supports historical data and is under active development as Databento prepares to launch live data.
 
 ## Usage
 
@@ -41,10 +41,52 @@ These examples can be compiled by enabling the cmake option `DATABENTO_ENABLE_EX
 
 More detailed examples and the full API documentation can be found on the [Databento doc site](https://docs.databento.com/getting-started).
 
+## Integration
+
+databento-cpp can be integrated into C++ projects in a couple of different ways.
+
+### Embedded
+
+The easiest way to integrate databento-cpp into your project is using CMake's [FetchContent](https://cmake.org/cmake/help/latest/module/FetchContent.html).
+The minimum supported CMake version is 3.14.
+```cmake
+include(FetchContent)
+
+FetchContent_Declare(
+  databento
+  GIT_REPOSITORY https://github.com/databento/databento-cpp
+  GIT_TAG HEAD
+)
+FetchContent_MakeAvailable(databento)
+
+add_library(my_library)
+target_link_libraries(my_library PRIVATE databento::databento)
+```
+
+### System
+
+To install databento-cpp at the system level, clone the repo, build, and install with CMake.
+```sh
+git clone https://github.com/databento/databento-cpp
+cd databento-cpp
+cmake -S . -B build \
+  -DCMAKE_BUILD_TYPE=RelWithDebInfo \
+  -DCMAKE_INSTALL_PREFIX='/usr'
+cmake --build build --target databento
+cmake --install build
+```
+
+Then in your project's `CMakeLists.txt`, add the following:
+```cmake
+find_package(databento 0.1.0 REQUIRED)
+add_library(my_library)
+target_link_libraries(my_library PRIVATE databento::databento)
+```
+
 ## Requirements
 
-The minimum C++ standard is C++11.
-Dependencies:
+The minimum C++ standard is C++11 and CMake 3.14.
+The library has the following dependencies:
 - [cpp-httplib (header only)](https://github.com/yhirose/cpp-httplib)
   - OpenSSL
 - [nlohmann_json (header only)](https://github.com/nlohmann/json)
@@ -54,7 +96,13 @@ By default, cpp-httplib and nlohmann_json are downloaded by CMake as part of the
 If you would like to use a local version of these libraries, enable the CMake flag
 `DATABENTO_ENABLE_EXTERNAL_HTTPLIB` or `DATABENTO_ENABLE_EXTERNAL_JSON`.
 
-## Building
+The other two dependencies (zstd and OpenSSL) are available in most package managers.
+For example, on Ubuntu and Debian:
+```sh
+sudo apt install libssl-dev libzstd-dev
+```
+
+## Building locally
 
 databento-cpp uses [CMake](https://cmake.org/) as its build system, with a minimum version of 3.14.
 Building with `cmake` is a two step process: first configuring, then building.
@@ -63,7 +111,7 @@ cmake -S . -B build  # configure
 cmake --build build -- -j $(nproc)  # build all targets with all cores
 ```
 
-## Testing
+### Testing
 
 Tests are located in the `test` directory.
 They're written using [GoogleTest (gtest)](https://github.com/google/googletest).
@@ -74,7 +122,7 @@ cmake --build build --target databentoTests  # build
 build/test/databentoTests  # run
 ```
 
-## Formatting
+### Formatting
 
 databento-cpp uses [`clang-format`](https://clang.llvm.org/docs/ClangFormat.html) with Google's style.
 `clang-format` usually comes installed with [clang](https://clang.llvm.org/).
@@ -83,33 +131,33 @@ You can run `clang-format` against all the files in `databento-cpp` with the fol
 cmake --build build --target clang-format
 ```
 
-## Linting
+### Linting
 
-databento-cpp uses clang-tidy for linting and detecting potential mistakes.
-To run clang-tidy, run the following command:
+databento-cpp uses Clang-Tidy and Cppcheck for linting and detecting potential mistakes.
+Both can be enabled to run as part of compilation through CMake flags.
 ```sh
-cmake -S . -B build # configure to create compile_commands.json
-run-clang-tidy -p build
+cmake -S . -B build -DDATABENTO_ENABLE_CLANG_TIDY=1 -DDATABENTO_ENABLE_CPPCHECK=1
+cmake --build build   # compiles code, and runs Clang-Tidy and Cppcheck
 ```
 
-## macOS
+### macOS
 
-On macOS, the best way to install clang-tidy and clang-format is to install all of LLVM and symlink
-the binaries to some place in your `PATH`.
+To setup OpenSSL and zstd, run the following:
+```sh
+brew install openssl zstd
+# Add it to the PATH so cmake can find it
+export "$PATH:$HOMEBREW_PREFIX/opt/openssl/bin"
+```
+
+For linting on macOS, the best way to install clang-tidy and clang-format is to install all of LLVM
+and symlink the binaries to some place in your `PATH`.
 ```sh
 brew install llvm
 ln -s $(brew --prefix llvm)/bin/clang-tidy $HOME/.local/bin/
 ln -s $(brew --prefix llvm)/bin/clang-format $HOME/.local/bin/
 ln -s $(brew --prefix llvm)/bin/run-clang-format $HOME/.local/bin/
 ```
 
-To setup OpenSSL, run the following:
-```sh
-brew install openssl
-# Add it to the PATH so cmake can find it
-export "$PATH:$HOMEBREW_PREFIX/opt/openssl/bin"
-```
-
 ## License
 
 Distributed under the [Apache 2.0 License](https://www.apache.org/licenses/LICENSE-2.0.html).

example/CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.13)
+cmake_minimum_required(VERSION 3.14)
 
 #
 # Project details

test/CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.13)
+cmake_minimum_required(VERSION 3.14)
 
 #
 # Project details