1. Set up

Run the commands in this tutorial from the repository root.

Build

./scripts/bootstrap.sh
cmake --build --preset release -j

bootstrap.sh checks the toolchain and configures the release preset (Install lists the requirements). A top-level build includes the tutorial.

Later pages use these variables:

BUILD=build/release
BIN=$BUILD/bin

Check

"$BIN"/fastmm-backtest --list-strategies

Output (abridged):

basic_mm
  half_spread_bps            bps     default=5          [0, 10000]  half spread around mid, basis points
  ...
avellaneda_stoikov
  ...
options_mm
  ...
lead_mm
  ...
xmm
  ...

The tutorial's programs are in build/release/bin/:

Program	Source	Page
first_mm_test	examples/cpp/tutorial/first_mm_test.cpp	4
first_mm_backtest	examples/cpp/tutorial/first_mm_backtest.cpp	5
tutorial-backtest, tutorial-replay, tutorial-live	examples/cpp/tutorial/tutorial_*.cpp	6 to 9

Next: 2. The model