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CMakeLists.txt
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# trade-frame/lib/TFIQFeed
cmake_minimum_required (VERSION 3.13)
PROJECT(TFIQFeed)
#set(CMAKE_EXE_LINKER_FLAGS "--trace --verbose")
#set(CMAKE_VERBOSE_MAKEFILE ON)
set(
file_h
BarHistory.h
BuildInstrument.h
BuildSymbolName.h
CurlGetMktSymbols.h
HistoryRequest.h
InMemoryMktSymbolList.h
IQFeed.h
HistoryBulkQuery.h
HistoryBulkQueryMsgShim.h
# HistoryCollector.h
HistoryQuery.h
HistoryQueryMsgShim.h
# InstrumentFile.h
Messages.h
MsgShim.h
NewsQuery.h
NewsQueryMsgShim.h
Provider.h
# SymbolFile.h
Symbol.h
LoadMktSymbols.h
MarketSymbol.h
MarketSymbols.h
OptionChainQuery.h
Option.h
ParseFOptionDescription.h
ParseMktSymbolDiskFile.h
ParseMktSymbolLine.h
ParseOptionDescription.h
ParseOptionSymbol.h
SecurityType.h
SymbolLookup.h
UnzipMktSymbols.h
ValidateMktSymbolLine.h
)
set(
file_cpp
BarHistory.cpp
BuildInstrument.cpp
BuildSymbolName.cpp
CurlGetMktSymbols.cpp
HistoryRequest.cpp
InMemoryMktSymbolList.cpp
IQFeed.cpp
# HistoryCollector.cpp
# InstrumentFile.cpp
Messages.cpp
Provider.cpp
Symbol.cpp
# SymbolFile.cpp
LoadMktSymbols.cpp
MarketSymbol.cpp
MarketSymbols.cpp
OptionChainQuery.cpp
Option.cpp
ParseMktSymbolDiskFile.cpp
ParseMktSymbolLine.cpp
SymbolLookup.cpp
UnzipMktSymbols.cpp
ValidateMktSymbolLine.cpp
)
add_library(
${PROJECT_NAME}
${file_h}
${file_cpp}
)
add_subdirectory(Level2)
# issue with boost 1.81.0, maybe fix when 1.81.1 or 1.82 is available
# https://github.com/boostorg/phoenix/issues/111
target_compile_definitions(${PROJECT_NAME} PUBLIC BOOST_PHOENIX_STL_TUPLE_H_)
target_compile_definitions(${PROJECT_NAME} PUBLIC BOOST_LOG_DYN_LINK )
target_include_directories(
${PROJECT_NAME} PUBLIC
".."
)
target_link_libraries(
${PROJECT_NAME} PRIVATE
TFSimulation
)