refractored the lob to simpler version

Author: randomfunction

.gitignore

@@ -1 +1,4 @@
-/build/
+build/
+build-check/
+build-llx/
+cmake-build-*/

CMakeLists.txt

@@ -1,19 +1,48 @@
-cmake_minimum_required(VERSION 3.14)
-project(TradingEngine)
+cmake_minimum_required(VERSION 3.16)
+project(LowLatencyMatchingEngine LANGUAGES CXX)
 
 set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_CXX_STANDARD_REQUIRED ON)
+set(CMAKE_CXX_EXTENSIONS OFF)
 
-include(FetchContent)
-FetchContent_Declare(
-  prometheus-cpp
-  GIT_REPOSITORY https://github.com/jupp0r/prometheus-cpp.git
-  GIT_TAG v1.1.0
+option(LLX_ENABLE_LTO "Enable link-time optimization" ON)
+option(LLX_ENABLE_NATIVE "Enable -march=native for local benchmarking" OFF)
+
+if(CMAKE_CXX_COMPILER_ID MATCHES "GNU|Clang")
+  add_compile_options(
+    -Wall
+    -Wextra
+    -Wpedantic
+    -Wconversion
+    -Wshadow
+    -Wnon-virtual-dtor
+    -O3
+  )
+
+  if(LLX_ENABLE_NATIVE)
+    add_compile_options(-march=native)
+  endif()
+
+  if(LLX_ENABLE_LTO)
+    add_compile_options(-flto)
+    add_link_options(-flto)
+  endif()
+endif()
+
+add_library(llx_core
+  src/book/ladder_book.cpp
+  src/core/matching_engine.cpp
 )
-set(ENABLE_TESTING OFF CACHE BOOL "" FORCE)
-set(ENABLE_PUSH OFF CACHE BOOL "" FORCE)
-FetchContent_MakeAvailable(prometheus-cpp)
 
-include_directories(include)
+target_include_directories(llx_core PUBLIC include)
+target_compile_features(llx_core PUBLIC cxx_std_17)
+target_link_libraries(llx_core PUBLIC pthread)
+
+add_executable(llx_bench apps/bench_main.cpp)
+target_link_libraries(llx_bench PRIVATE llx_core)
+
+add_executable(llx_replay apps/replay_main.cpp)
+target_link_libraries(llx_replay PRIVATE llx_core)
 
-add_executable(engine src/main.cpp src/order_book.cpp)
-target_link_libraries(engine PRIVATE prometheus-cpp::core prometheus-cpp::pull z)
+add_executable(llx_tests apps/tests_main.cpp)
+target_link_libraries(llx_tests PRIVATE llx_core)