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.
Ensure the following are installed and set up:
Configuring build
git clone [email protected]:divergex/dxcore
cd dxcore
mkdir build && cd buildInstalling conan dependencies:
conan install . --output-folder=build --build=missingConfiguring toolchain
cd build/
cmake .. -DCMAKE_TOOLCHAIN_FILE=conan_toolchain.cmake -DCMAKE_BUILD_TYPE=ReleaseBuilding and executing
cmake --build . -- -j$(nproc)
./MarketData