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CMakeLists.txt
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190 lines (163 loc) · 5.33 KB
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cmake_minimum_required(VERSION 3.15)
project(UltraLowLatencyHFT VERSION 1.0.0 LANGUAGES CXX)
# ====
# C++ Standard and Compiler Requirements
# ====
set(CMAKE_CXX_STANDARD 17)
set(CMAKE_CXX_STANDARD_REQUIRED ON)
set(CMAKE_CXX_EXTENSIONS OFF)
# ====
# Build Type (default to Release with optimizations)
# ====
if(NOT CMAKE_BUILD_TYPE)
set(CMAKE_BUILD_TYPE Release)
endif()
message(STATUS "Build type: ${CMAKE_BUILD_TYPE}")
# ====
# Ultra-Low-Latency Compiler Flags
# ====
if(CMAKE_CXX_COMPILER_ID MATCHES "GNU|Clang")
# Aggressive optimization flags for sub-microsecond latency
# Note: Enabled exceptions because the project uses them
set(CMAKE_CXX_FLAGS_RELEASE
"-O3 -DNDEBUG -march=native -mtune=native -flto -ffast-math \
-funroll-loops -finline-functions -fomit-frame-pointer \
-pthread"
)
# Additional flags for determinism and cache optimization
add_compile_options(
-Wall -Wextra -Wpedantic
-Wno-unused-parameter
-fno-builtin-malloc -fno-builtin-calloc
-fno-builtin-realloc -fno-builtin-free
)
# Link-time optimization
set(CMAKE_INTERPROCEDURAL_OPTIMIZATION TRUE)
# Debug flags (with some optimizations for realistic testing)
set(CMAKE_CXX_FLAGS_DEBUG "-g -O1 -march=native -pthread")
elseif(CMAKE_CXX_COMPILER_ID MATCHES "MSVC")
# MSVC optimization flags
set(CMAKE_CXX_FLAGS_RELEASE "/O2 /Oi /Ot /GL /DNDEBUG /arch:AVX2")
set(CMAKE_CXX_FLAGS_DEBUG "/Od /Zi")
endif()
# Enable sanitizers for debug builds
option(ENABLE_ASAN "Enable Address Sanitizer" OFF)
option(ENABLE_TSAN "Enable Thread Sanitizer" OFF)
if(ENABLE_ASAN)
add_compile_options(-fsanitize=address -fno-omit-frame-pointer)
add_link_options(-fsanitize=address)
endif()
if(ENABLE_TSAN)
add_compile_options(-fsanitize=thread)
add_link_options(-fsanitize=thread)
endif()
# ====
# Platform-specific optimizations
# ====
if(APPLE)
# Enable non-optimal build on Mac (ARM64) for development
add_compile_definitions(ALLOW_NON_OPTIMAL_BUILD)
message(WARNING "Building on macOS (Apple Silicon). Production optimizations disabled.")
endif()
if(UNIX AND NOT APPLE)
# Linux-specific: prepare for kernel bypass and DPDK
add_compile_definitions(
_GNU_SOURCE
__STDC_LIMIT_MACROS
__STDC_CONSTANT_MACROS
)
endif()
# Link with pthread for atomic operations and threading (all Unix systems)
set(THREADS_PREFER_PTHREAD_FLAG ON)
find_package(Threads REQUIRED)
# ====
# Find Dependencies
# ====
if(APPLE)
set(Boost_NO_SYSTEM_PATHS ON)
set(BOOST_ROOT /opt/homebrew)
endif()
find_package(Boost REQUIRED)
find_package(OpenSSL REQUIRED)
if(APPLE)
include_directories(/opt/homebrew/include)
link_directories(/opt/homebrew/lib)
endif()
# ====
# Include Directories
# ====
include_directories(${PROJECT_SOURCE_DIR}/include)
include_directories(${Boost_INCLUDE_DIRS})
include_directories(${OPENSSL_INCLUDE_DIR})
# ====
# Source Files
# ====
set(SOURCES
src/main.cpp
)
# ====
# Executable Targets
# ====
add_executable(hft_system ${SOURCES})
add_executable(backtest_demo src/backtest_demo.cpp)
add_executable(perf_benchmark src/perf_benchmark.cpp)
# ====
# Linking
# ====
if(UNIX)
target_link_libraries(hft_system PRIVATE Threads::Threads OpenSSL::SSL OpenSSL::Crypto)
target_link_libraries(backtest_demo PRIVATE Threads::Threads OpenSSL::SSL OpenSSL::Crypto)
target_link_libraries(perf_benchmark PRIVATE Threads::Threads OpenSSL::SSL OpenSSL::Crypto)
if(Boost_FOUND)
target_include_directories(hft_system PRIVATE ${Boost_INCLUDE_DIRS})
target_include_directories(backtest_demo PRIVATE ${Boost_INCLUDE_DIRS})
endif()
# Link with real-time extensions for high-resolution timers (Linux only)
if(NOT APPLE)
target_link_libraries(hft_system PRIVATE rt)
target_link_libraries(backtest_demo PRIVATE rt)
endif()
# Link with Rust library if available
if(EXISTS "${PROJECT_SOURCE_DIR}/target/release/libhft_rust_core.a")
target_link_libraries(hft_system PRIVATE
"${PROJECT_SOURCE_DIR}/target/release/libhft_rust_core.a")
message(STATUS "Rust library found and linked")
endif()
endif()
# ====
# CPU Affinity and NUMA (optional)
# ====
option(ENABLE_NUMA "Enable NUMA optimizations" OFF)
if(ENABLE_NUMA)
find_library(NUMA_LIB numa)
if(NUMA_LIB)
target_link_libraries(hft_system PRIVATE ${NUMA_LIB})
target_compile_definitions(hft_system PRIVATE ENABLE_NUMA)
message(STATUS "NUMA support enabled: ${NUMA_LIB}")
endif()
endif()
# ====
# Installation
# ====
install(TARGETS hft_system DESTINATION bin)
# ====
# Testing (optional)
# ====
option(BUILD_TESTS "Build unit tests" OFF)
if(BUILD_TESTS)
enable_testing()
add_subdirectory(tests)
endif()
# ====
# Print Configuration Summary
# ====
message(STATUS "")
message(STATUS "=== Ultra-Low-Latency HFT System Configuration ===")
message(STATUS "Compiler: ${CMAKE_CXX_COMPILER_ID} ${CMAKE_CXX_COMPILER_VERSION}")
message(STATUS "Build Type: ${CMAKE_BUILD_TYPE}")
message(STATUS "C++ Standard: C++${CMAKE_CXX_STANDARD}")
message(STATUS "LTO Enabled: ${CMAKE_INTERPROCEDURAL_OPTIMIZATION}")
message(STATUS "NUMA Enabled: ${ENABLE_NUMA}")
message(STATUS "Install Prefix: ${CMAKE_INSTALL_PREFIX}")
message(STATUS "==================================================")
message(STATUS "")