Building with and without the venue

The venue is an optional module. If you only write strategies, backtests, or connectors, you never pay for it.

The flag

# with the venue (default)
cmake -S . -B build
cmake --build build

# without it — nothing venue-related is configured, compiled, or tested
cmake -S . -B build -DFLOX_BUILD_VENUE=OFF
cmake --build build

FLOX_BUILD_VENUE follows the repository's FLOX_BUILD_* convention (the flags that gate optional build outputs; FLOX_ENABLE_* gates capabilities of the core library). Turning it off removes:

• the flox-venue library target and its headers from the build,
• every venue test from ctest,
• multi_agent_venue_demo from the demo targets.

CI builds the OFF configuration on every run and checks that the full test suite still passes with no venue code compiled.

Platform support

Linux and macOS. The module is skipped on MSVC and clang-cl: the ledger keeps money in __int128, and those compilers have no 128-bit integer type. A Windows build configures with the module off and prints a status message.

Dependencies

The venue links ${FLOX} core and simdjson (pulled via FetchContent at configure time, same pin as connectors/; the REST perimeter codec parses with it). OpenSSL is needed by the TLS gateway alone; it is detected inside venue/CMakeLists.txt, and without it the module still builds, skipping only the TLS gateway test.

Consuming it

target_link_libraries(my_target PRIVATE flox::venue)

That brings the include prefix with it:

#include "flox-venue/matching_engine.h"   // module
#include "flox-venue/matching_book.h"      // module (reference oracle book)

Layout

venue/
  CMakeLists.txt          target flox::venue, gated by FLOX_BUILD_VENUE
  include/flox-venue/     public headers, namespace flox::venue
  src/                    the few non-header translation units
  tests/                  the verification corpus (registered into FLOX ctest)
  scripts/                sanitizer gate
  benchmarks/             book microbenchmark

Order-level book primitives (flox/book/{resting_order,ladder_book}.h) and the shared utilities the venue needed (flox/util/{crypto,wire,transport, websocket,system_clock}.h) live in core, because they are useful on their own and carry no venue-specific policy. The map-based MatchingBook lives in the module (flox-venue/matching_book.h): it is the correctness oracle the venue matcher is fuzz-verified against, not a general-purpose book.