The following sequence of commands may be suitable to build cannedbgp:

  Install required dependencies (there are probably some missing):
    $ sudo apt-get install git-core mercurial pkg-config libevent-dev libbz2-dev zlib1g-dev

  Download and build libbgpdump:
    $ hg clone https://bitbucket.org/ripencc/bgpdump
    $ cd bgpdump
    $ autoreconf -fis
    $ ./configure
    $ make
    $ cd ..

  Download and build cannedbgp:
    $ git clone https://github.com/opensourcerouting/cannedbgp.git
    $ cd cannedbgp
    $ make