Linux or MacOS. See here for Windows.

1. Clone project

   git clone https://github.com/profitviews/cpp_crypto_algos.git cpp_crypto_algos
   cd cpp_crypto_algos
   

2. Install Conan

   python3 -m venv .venv         # Create a Python virtual env
   source ./.venv/bin/activate   # Activate the virtual env
   pip install conan             # Install conan
   

3. Install Conan Package & Configure CMake

   mkdir build
   cd build
   conan install ../ --build missing
   source ./activate.sh
   cmake -DCMAKE_BUILD_TYPE=Debug ..
   

4. Build

   cmake --build .

This will create (with debugging symbols):

• build/cpp_crypto_algos which will run a simple Mean Reversion algo on FTX or Coinbase
• For example

cd bin
./algo --exchange=coinbase --api_key=$COINBASE_API_KEY --api_secret=$COINBASE_API_SECRET --api_phrase=$COINBASE_API_PHRASE --lookback=50 --reversion_level=2 --base_quantity=0.0025 --symbol=ETH-BTC