windows.md

Heisenberg - Windows

Build steps

Download the latest version of Visual Studio Community 2022.

Start the Visual Studio 2022 Developer Command Prompt.

• Install and Configure Conan and Ninja

  python -m venv .venv              # Create a Python virtual env
  .venv\Scripts\activate.bat        # Activate the virtual env
  pip install -r ./requirements.txt # Install Conan and Ninja
  conan profile detect --force      # Generate a default configuration with the local machine settings
  conan config install ./.conan     # Install supported build profiles from ./.conan to ./conan2

• Ninja Multi-Config Build

  Multi-config builds allow you to create a build folder containing sub-folders for different build configurations and build them side-by-side. To generate all the configurations we run the conan-default preset which configures CMake for these configurations Release and Debug. The sample build below is choosing the Release configuration:

  conan install ./ -pr:h .conan2/profiles/msvc/193/x64-release -pr:b .conan2/profiles/msvc/193/x64-release --build missing -c tools.cmake.cmaketoolchain:generator="Ninja Multi-Config"
  build\generators\conanbuild.bat
  cmake --preset conan-default         # The configure stage for multi-config builds is conan-default
  cmake --build --preset conan-release # The build stage for multi-config builds is the conan-<configuration>

This will create:

• heisenberg\build\bin\Release\algo.exe which will run a simple Mean Reversion algo on FTX or Coinbase
• For example

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