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Getting Started

This guide will help you build, test, and install FLOX on your machine.

Prerequisites

  • C++20 or later (e.g. GCC 13 or Clang 16+)
  • CMake 3.22+
  • Git
  • Linux (recommended), Windows and macOS supported
  • GoogleTest and Google Benchmark
  • LZ4 (optional, for compression)
  • clang-format 18.1.8 (for development)

Clone and Build

git clone https://github.com/eeiaao/flox.git
cd flox
mkdir build && cd build
cmake ..
make -j$(nproc)

Install Dependencies

If GoogleTest and Google Benchmark are not installed system-wide:

# GoogleTest
git clone --depth=1 https://github.com/google/googletest.git
cmake -B gtest-build -S googletest
cmake --build gtest-build --target gtest gtest_main gmock gmock_main
sudo cmake --install gtest-build

# Google Benchmark
git clone --depth=1 https://github.com/google/benchmark.git
cmake -B benchmark-build -S benchmark -DCMAKE_BUILD_TYPE=Release -DBENCHMARK_DOWNLOAD_DEPENDENCIES=ON
cmake --build benchmark-build -j$(nproc)
sudo cmake --install benchmark-build

# LZ4 (for compression support)
sudo apt install -y liblz4-dev

clang-format Setup

We use clang-format 18.x to enforce consistent style. Install it with:

sudo apt install -y wget gnupg lsb-release software-properties-common
wget https://apt.llvm.org/llvm.sh
chmod +x llvm.sh
sudo ./llvm.sh 18
sudo apt install -y clang-format-18
sudo update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-18 100

Build Options

FLOX supports optional components controlled via CMake flags:

Option Default Description
FLOX_ENABLE_TESTS OFF Build unit tests
FLOX_ENABLE_BENCHMARKS OFF Build benchmark binaries
FLOX_ENABLE_DEMO OFF Build the demo application
FLOX_ENABLE_BACKTEST OFF Build backtest module (simulated execution)
FLOX_ENABLE_LZ4 OFF Enable LZ4 compression for replay
FLOX_ENABLE_CPU_AFFINITY OFF Enable CPU affinity (isolated systems only)

To enable them:

cmake .. -DFLOX_ENABLE_TESTS=ON -DFLOX_ENABLE_BENCHMARKS=ON -DFLOX_ENABLE_DEMO=ON -DFLOX_ENABLE_LZ4=ON

Run Tests

From the build directory:

ctest --output-on-failure

Run Benchmarks

./benchmarks/nlevel_order_book_benchmark

Or any other binary in benchmarks/.

Install System-Wide

sudo make install

Code Style and Contribution

  • All contributions go through pull requests
  • Use existing naming and directory conventions
  • Add tests, benchmarks, and documentation where appropriate

A .clang-format file is provided. A pre-commit hook is installed automatically during CMake configuration. It formats all changed .cpp and .h files.

To install it manually:

cp scripts/pre-commit .git/hooks/pre-commit
chmod +x .git/hooks/pre-commit

Using FLOX in Your Project

FLOX is a low-latency infrastructure library. It is suitable for building:

  • HFT engines
  • Backtesters and simulators
  • Custom execution pipelines
  • Signal routers and adapters

All components are modular, testable, and can be used independently.