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| 1 | +### CMake Version ############################################################## |
| 2 | + |
| 3 | +cmake_minimum_required(VERSION 3.10) |
| 4 | + |
| 5 | +### Project Configuration ###################################################### |
| 6 | + |
| 7 | +get_filename_component(PROJECT_DIR_NAME ${CMAKE_CURRENT_LIST_DIR} NAME) |
| 8 | +string(REPLACE " " "_" PROJECT_DIR_NAME ${PROJECT_DIR_NAME}) |
| 9 | + |
| 10 | +project(${PROJECT_DIR_NAME} |
| 11 | + VERSION 2.0.0 # <major>.<minor>.<patch> |
| 12 | + LANGUAGES CXX) |
| 13 | + |
| 14 | +set(LIB_NAME shift) |
| 15 | + |
| 16 | +### List of Files ############################################################## |
| 17 | + |
| 18 | +set(DEMO |
| 19 | + ${PROJECT_SOURCE_DIR}/demo/credentials.py |
| 20 | + ${PROJECT_SOURCE_DIR}/demo/demo.py |
| 21 | + ${PROJECT_SOURCE_DIR}/demo/FIX50SP2.xml |
| 22 | + ${PROJECT_SOURCE_DIR}/demo/FIXT11.xml |
| 23 | + ${PROJECT_SOURCE_DIR}/demo/goodcbfs.py |
| 24 | + ${PROJECT_SOURCE_DIR}/demo/initiator.cfg |
| 25 | + ${PROJECT_SOURCE_DIR}/demo/zitrader.py |
| 26 | +) |
| 27 | + |
| 28 | +set(INCLUDE |
| 29 | + ${PROJECT_SOURCE_DIR}/include/BestPrice.h |
| 30 | + ${PROJECT_SOURCE_DIR}/include/Common.h |
| 31 | + ${PROJECT_SOURCE_DIR}/include/Order.h |
| 32 | + ${PROJECT_SOURCE_DIR}/include/OrderBook.h |
| 33 | + ${PROJECT_SOURCE_DIR}/include/OrderBookEntry.h |
| 34 | + ${PROJECT_SOURCE_DIR}/include/PortfolioItem.h |
| 35 | + ${PROJECT_SOURCE_DIR}/include/PortfolioSummary.h |
| 36 | + ${PROJECT_SOURCE_DIR}/include/Trader.h |
| 37 | +) |
| 38 | + |
| 39 | +set(SRC |
| 40 | + ${PROJECT_SOURCE_DIR}/src/SHIFT.cpp |
| 41 | + ${PROJECT_SOURCE_DIR}/src/Trader.cpp |
| 42 | +) |
| 43 | + |
| 44 | +set(OTHER |
| 45 | + ${PROJECT_SOURCE_DIR}/setup.py |
| 46 | +) |
| 47 | + |
| 48 | +### Compiler Flags ############################################################# |
| 49 | + |
| 50 | +# Important for libraries |
| 51 | +set(CMAKE_POSITION_INDEPENDENT_CODE ON) |
| 52 | + |
| 53 | +# C++17 |
| 54 | +set(CMAKE_CXX_STANDARD 17) |
| 55 | +set(CMAKE_CXX_STANDARD_REQUIRED ON) |
| 56 | +set(CMAKE_CXX_EXTENSIONS OFF) |
| 57 | +add_definitions("-DHAVE_STD_UNIQUE_PTR=1") # QuickFIX C++17 compatibility req. |
| 58 | + |
| 59 | +# Common Flags |
| 60 | +set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wall -Werror -fexceptions") |
| 61 | + |
| 62 | +# Debug Flags |
| 63 | +set(CMAKE_CXX_FLAGS_DEBUG "-g -DDEBUG") |
| 64 | + |
| 65 | +# Release Flags |
| 66 | +# -O2 instead of -O3 |
| 67 | +# -flto stands for Link Time Optimization (LTO) |
| 68 | +set(CMAKE_CXX_FLAGS_RELEASE "-O2 -DNDEBUG -finline-functions -flto") |
| 69 | + |
| 70 | +# GCC (Ubuntu 20.04 LTS Focal Fossa) |
| 71 | +if(UNIX AND NOT APPLE) |
| 72 | + set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS}") |
| 73 | +endif(UNIX AND NOT APPLE) |
| 74 | + |
| 75 | +# GCC (Raspberry Pi OS) |
| 76 | +# Ubuntu rules apply here as well |
| 77 | +if(${CMAKE_SYSTEM_PROCESSOR} MATCHES "armv7l") |
| 78 | + set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS}") |
| 79 | +endif(${CMAKE_SYSTEM_PROCESSOR} MATCHES "armv7l") |
| 80 | + |
| 81 | +# Clang (macOS 11 Big Sur) |
| 82 | +if(APPLE) |
| 83 | + set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wno-overloaded-virtual") |
| 84 | + include_directories(/usr/local/include) |
| 85 | +endif(APPLE) |
| 86 | + |
| 87 | +### Build Types ################################################################ |
| 88 | + |
| 89 | +# if no build type is set, the default is Release |
| 90 | +if(NOT CMAKE_BUILD_TYPE) |
| 91 | + set(CMAKE_BUILD_TYPE Release) |
| 92 | +endif(NOT CMAKE_BUILD_TYPE) |
| 93 | + |
| 94 | +### Build Configuration ######################################################## |
| 95 | + |
| 96 | +find_package(pybind11 REQUIRED) |
| 97 | + |
| 98 | +# Always enforce search for SHIFT LibCoreClient |
| 99 | +# (necessary when using the same name for Debug and Release) |
| 100 | +set (LIBCORECLIENT "LIBCORECLIENT-NOTFOUND") |
| 101 | +if(CMAKE_BUILD_TYPE MATCHES Debug) |
| 102 | + find_library(LIBCORECLIENT shift_coreclient-d) |
| 103 | +endif(CMAKE_BUILD_TYPE MATCHES Debug) |
| 104 | +if(CMAKE_BUILD_TYPE MATCHES Release) |
| 105 | + find_library(LIBCORECLIENT shift_coreclient) |
| 106 | +endif(CMAKE_BUILD_TYPE MATCHES Release) |
| 107 | +if(NOT LIBCORECLIENT) |
| 108 | + message(FATAL_ERROR "SHIFT LibCoreClient was not found.") |
| 109 | +endif(NOT LIBCORECLIENT) |
| 110 | + |
| 111 | +pybind11_add_module(${LIB_NAME} |
| 112 | + ${DEMO} ${INCLUDE} ${SRC} ${OTHER}) |
| 113 | + |
| 114 | +target_include_directories(${LIB_NAME} |
| 115 | + PRIVATE ${CMAKE_PREFIX_PATH}/include |
| 116 | + PRIVATE ${PROJECT_SOURCE_DIR}/include) |
| 117 | + |
| 118 | +target_link_libraries(${LIB_NAME} |
| 119 | + PRIVATE ${LIBCORECLIENT}) |
| 120 | + |
| 121 | +################################################################################ |
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