Building and running the main trading application

In the last section of this chapter, we will finally build the main trading application using all the components we built in this chapter, as well as the previous two chapters. First, we will discuss the implementation of the trading_main binary application, which combines the MarketDataConsumer, OrderGateway, MarketOrderBook, and TradeEngine components. After that, we will run our complete electronic trading ecosystem – the electronic trading exchange (the exchange_main application) from the Communicating with Market Participants chapter and a few instances of the market participants (the trading_main application), which we will build next.

Building the main trading application

Now, let us build the executable trading_main binary that will initialize and run all the components on the market participant’s trading system. The source code for this application is in the Chapter10/trading/trading_main.cpp source file...