add github workflow (#12)

* add github workflow

* cleanup

.github/workflows/cmake.yml

@@ -0,0 +1,36 @@
+name: CMake
+
+on:
+  push:
+    branches: [ "main" ]
+  pull_request:
+    branches: [ "main" ]
+
+env:
+  # Customize the CMake build type here (Release, Debug, RelWithDebInfo, etc.)
+  BUILD_TYPE: Debug
+
+jobs:
+  build:
+    # The CMake configure and build commands are platform agnostic and should work equally well on Windows or Mac.
+    # You can convert this to a matrix build if you need cross-platform coverage.
+    # See: https://docs.github.com/en/free-pro-team@latest/actions/learn-github-actions/managing-complex-workflows#using-a-build-matrix
+    runs-on: ubuntu-latest
+
+    steps:
+    - uses: actions/checkout@v3
+
+    - name: Configure CMake
+      # Configure CMake in a 'build' subdirectory. `CMAKE_BUILD_TYPE` is only required if you are using a single-configuration generator such as make.
+      # See https://cmake.org/cmake/help/latest/variable/CMAKE_BUILD_TYPE.html?highlight=cmake_build_type
+      run: cmake -B ${{github.workspace}}/build -DCMAKE_BUILD_TYPE=${{env.BUILD_TYPE}} -DENABLE_TESTING=ON
+
+    - name: Build
+      # Build your program with the given configuration
+      run: cmake --build ${{github.workspace}}/build --config ${{env.BUILD_TYPE}}
+
+    - name: Test
+      # Build your program with the given configuration
+      run: |
+        cd build
+        ctest -C ${{env.BUILD_TYPE}} -L test --force-new-test-process -V  --timeout 1800

CMakeLists.txt

@@ -4,10 +4,6 @@ set(CPP_ORDERBOOK orderbook)
 project(${CPP_ORDERBOOK} LANGUAGES CXX)
 
 set(CMAKE_CXX_STANDARD 20)
-set(CMAKE_CXX_COMPILER "/usr/bin/clang++")
-set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -std=c++20 -stdlib=libc++ -lc++abi")
-set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++20 -stdlib=libc++")
-
 
 set(CMAKE_THREAD_LIBS_INIT "-lpthread")
 set(CMAKE_HAVE_THREADS_LIBRARY ON)

include/orderbook.hpp

@@ -1,5 +1,6 @@
 #pragma once
 
+#include <atomic>
 #include <cstdint>
 #include <map>
 #include <sstream>
@@ -48,9 +49,9 @@ class OrderBook {
 
     Notification& notification_;
 
-    std::atomic_uint64_t last_token_ = 0;
+    std::atomic<uint64_t> last_token_ = 0;
 
-    std::atomic_uint64_t matching_ = 1;
+    std::atomic<uint64_t> matching_ = 1;
 
     Decimal cancelOrder(OrderID id);
     void addTrigOrder(OrderID id, Type type, Side side, Decimal qty, Decimal price, Decimal trigPrice, Flag flag);
@@ -63,7 +64,7 @@ class OrderBook {
 template <class Notification>
 void OrderBook<Notification>::addOrder(uint64_t tok, OrderID id, Type type, Side side, Decimal qty, Decimal price, Decimal trigPrice, Flag flag) {
     uint64_t exp = tok - 1;  // technically this should always be single threaded, but just in case.
-    if (!last_token_.compare_exchange_strong(exp, tok)) {
+    if (!last_token_.compare_exchange_strong(exp, tok, std::memory_order_acq_rel, std::memory_order_acquire)) {
         throw std::invalid_argument("invalid token received: cannot maintain determinism");
     }
 
@@ -72,7 +73,7 @@ void OrderBook<Notification>::addOrder(uint64_t tok, OrderID id, Type type, Side
         return;
     }
 
-    if (!matching_) {
+    if (!matching_.load(std::memory_order_acquire)) {
         if (type == Type::Market) {
             notification_.putOrder(MsgType::CreateOrder, OrderStatus::Rejected, id, qty, Error::NoMatching);
         }

include/orderqueue.hpp

@@ -1,6 +1,7 @@
 #pragma once
 
 #include <cstdint>
+#include <functional>
 
 #include "boost/intrusive/set_hook.hpp"
 #include "order.hpp"
@@ -19,12 +20,12 @@ class OrderQueue : public boost::intrusive::set_base_hook<boost::intrusive::opti
     uint64_t size_ = 0;
 
    public:
-    OrderQueue(Decimal price) : price_(price){};
-    Decimal price() const;
+    OrderQueue(const Decimal &price) : price_(price){};
+    [[nodiscard]] Decimal price() const;
     uint64_t len();
-    Decimal totalQty() const;
-    Order *head() const;
-    Order *tail() const;
+    [[nodiscard]] Decimal totalQty() const;
+    [[nodiscard]] Order *head() const;
+    [[nodiscard]] Order *tail() const;
     void append(Order *o);
     void remove(Order *o);
     Decimal process(const TradeNotification &tn, const PostOrderFill &postFill, OrderID takerOrderID, Decimal qty);

test/orderbook_test.cpp

@@ -9,7 +9,7 @@ class LimitOrderTest : public ::testing::Test {
    protected:
     Notification n;
     std::shared_ptr<OrderBook<Notification>> ob;
-    std::atomic_uint64_t tok = 0;
+    std::atomic<uint64_t> tok = 0;
 
     void SetUp() override {
         tok = 0;
@@ -19,7 +19,7 @@ class LimitOrderTest : public ::testing::Test {
 
     void TearDown() override {}
 
-    void processLine(std::shared_ptr<OrderBook<Notification>> ob, const std::string& line) {
+    void processLine(std::shared_ptr<OrderBook<Notification>>& ob, const std::string& line) {
         std::vector<std::string> parts;
         boost::split(parts, line, boost::is_any_of("\t"));
         if (parts.empty()) {
@@ -44,7 +44,7 @@ class LimitOrderTest : public ::testing::Test {
         ob->addOrder(++tok, oid, type, side, qty, price, trigPrice, flag);
     }
 
-    void processOrders(std::shared_ptr<OrderBook<Notification>> ob, const std::string& input, int prefix) {
+    void processOrders(std::shared_ptr<OrderBook<Notification>>& ob, const std::string& input, int prefix) {
         std::stringstream ss(input);
         std::string line;
 
@@ -60,7 +60,7 @@ class LimitOrderTest : public ::testing::Test {
         }
     }
 
-    void addDepth(std::shared_ptr<OrderBook<Notification>> ob, int prefix = 0) {
+    void addDepth(std::shared_ptr<OrderBook<Notification>>& ob, int prefix = 0) {
         const static std::string depth = R"(
 # add depth to the orderbook
 1	L	B	2	50	0	N