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TradeCore Developer Guide

Welcome to TradeCore! This guide will get you from git clone to actively profiling engine metrics in under 5 minutes.

1. Quick Start (Build & Test)

TradeCore uses CMake and requires a C++20 compliant compiler (GCC 11+ or Clang 14+ recommended).

# Clone the repository
git clone https://github.com/Zylus08/TradeCore.git
cd TradeCore

# Configure and Build
mkdir build && cd build
cmake -DCMAKE_BUILD_TYPE=Release ..
cmake --build . -j $(nproc)

# Run the complete test suite
ctest --output-on-failure

2. Running Benchmarks & Performance Contracts

TradeCore considers performance to be an enforceable contract. Running benchmarks locally allows you to verify that your code changes haven't introduced regressions.

# From the build directory
./benchmarks/tradecore_benchmarks

Note: Our CI pipeline will automatically run these benchmarks against static thresholds (P99 bounds) and fail your PR if the contract is breached.

3. Replay Engine

The Replay Engine is the single source of truth for deterministic execution and telemetry extraction. To run a PCAP or simulated ITCH feed through the core:

(Example usage snippet, full CLI interface pending Phase 6)

#include "tradecore/replay/replay_engine.hpp"

// Initialize memory-backed or PCAP DataSource
MemoryDataSource source(historical_payloads);

// Spin up Matcher & Telemetry
MatchingEngine<10000, 1000> matcher;
MetricsRegistry telemetry;

// Instantiate Replay at Maximum Throughput
ReplayEngine engine(source, matcher, &telemetry, PlaybackMode::MaxThroughput);
engine.run();

// Dump Performance
telemetry.end_to_end_latency.percentile(99.0);

4. Extending the Engine

Adding a new Risk Rule

Because RiskPipeline uses variadic templates, you simply define a functor class and inject it into the pipeline instantiation. No inheritance is required.

class MyNewRiskRule {
public:
    [[nodiscard]] RiskResult evaluate(const OrderAction& order) const noexcept {
        if (/* violation */) return {false, "Violation reason"};
        return {true, ""};
    }
};

// Injection:
RiskPipeline<MaxOrderSizeCheck, MyNewRiskRule> pipeline(...);

Submitting a Pull Request

Please ensure your PR passes the CI checklist automatically triggered on commit:

  1. ctest passes 100%
  2. tradecore_benchmarks falls strictly within the Performance Contract.
  3. No warnings from clang-tidy.
  4. Sanitizers (ASan/UBSan) report 0 findings.