CMakeLists.txt

cmake_minimum_required(VERSION 3.20)
project(MicroExchange
    VERSION 1.5.0
    LANGUAGES CXX
    DESCRIPTION "Exchange-grade CLOB matching engine + microstructure analytics"
)

set(CMAKE_CXX_STANDARD 20)
set(CMAKE_CXX_STANDARD_REQUIRED ON)
set(CMAKE_CXX_EXTENSIONS OFF)
set(CMAKE_EXPORT_COMPILE_COMMANDS ON)

set(CMAKE_RUNTIME_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/bin)

# keeping it simple, tried -march=native but it broke on a colleague's M1
set(CMAKE_CXX_FLAGS_RELEASE "-O3 -DNDEBUG")
set(CMAKE_CXX_FLAGS_DEBUG "-g -O0 -fsanitize=address,undefined -fno-omit-frame-pointer")

add_compile_options(-Wall -Wextra -Wpedantic)

# all headers visible globally
include_directories(
    ${CMAKE_SOURCE_DIR}/core/include
    ${CMAKE_SOURCE_DIR}/md/include
    ${CMAKE_SOURCE_DIR}/sim/include
    ${CMAKE_SOURCE_DIR}/analytics/include
    ${CMAKE_SOURCE_DIR}/net/include
)

# Threading for the TCP order-entry gateway (server thread in its self-test).
find_package(Threads REQUIRED)

# main simulation binary
add_executable(micro_exchange src/main.cpp)

# tests
add_executable(test_invariants core/tests/test_invariants.cpp)
add_executable(test_gateway net/tests/test_gateway.cpp)
target_link_libraries(test_gateway PRIVATE Threads::Threads)

# benchmarks
add_executable(bench_throughput bench/bench_throughput.cpp)
add_executable(bench_latency    bench/bench_latency.cpp)
# std::map OrderBook vs tick-indexed ArrayOrderBook (throughput, latency, correctness)
add_executable(bench_orderbook_compare bench/bench_orderbook_compare.cpp)

# CTest registration — `ctest` from the build dir runs the full suite.
enable_testing()
add_test(NAME invariants COMMAND test_invariants)
set_tests_properties(invariants PROPERTIES
    PASS_REGULAR_EXPRESSION "ALL TESTS PASSED"
    TIMEOUT 60
)

# Smoke test: a tiny end-to-end run of the main simulator. Catches the
# kind of regression where the binary builds but immediately segfaults.
add_test(
    NAME simulator_smoke
    COMMAND micro_exchange --duration 5 --output ${CMAKE_BINARY_DIR}/smoke_out
)
set_tests_properties(simulator_smoke PROPERTIES TIMEOUT 60)

# Equivalence gate: the tick-indexed ArrayOrderBook must emit a trade stream
# byte-identical to the std::map OrderBook on the same input, or CI fails.
add_test(NAME orderbook_equivalence COMMAND bench_orderbook_compare)
set_tests_properties(orderbook_equivalence PROPERTIES
    PASS_REGULAR_EXPRESSION "identical trade stream: YES"
    TIMEOUT 120
)

# Gateway gate: orders streamed over TCP and parsed back must produce trades
# identical to the in-process engine, or CI fails.
add_test(NAME gateway_e2e COMMAND test_gateway)
set_tests_properties(gateway_e2e PROPERTIES
    PASS_REGULAR_EXPRESSION "GATEWAY TEST PASSED"
    TIMEOUT 60
)

install(TARGETS micro_exchange test_invariants test_gateway
        bench_throughput bench_latency bench_orderbook_compare
    RUNTIME DESTINATION bin
)