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Modernize Helix for macOS and expand comprehensive documentation#49

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alpha-investor wants to merge 1 commit intopenberg:masterfrom
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Modernize Helix for macOS and expand comprehensive documentation#49
alpha-investor wants to merge 1 commit intopenberg:masterfrom
alpha-investor:master

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Build System Fixes:

  • Update CMake minimum version to 3.10 for modern compatibility
  • Fix C++17 std::optional and string_view compatibility issues
  • Replace experimental/string_view with standard string_view
  • Add missing includes for std::optional usage
  • Update C++ standard to C++17 in build flags
  • Fix Boost library detection for newer versions (1.89+)
  • Add proper libuv library linking configuration

Documentation Expansion:

  • Add comprehensive overview of Helix capabilities and architecture
  • Document all main components: helix-trace, helix-top, order_book_perf_test
  • Detail supported market data protocols (NASDAQ ITCH 5.0, Nordic ITCH, Parity PMD)
  • Explain core use cases: algorithmic trading, market analysis, risk management
  • Highlight technical features: ultra-low latency, zero-copy networking, lock-free structures
  • Clarify target audience: HFT firms, market makers, quantitative trading operations

Successfully tested with real NASDAQ ITCH 5.0 data processing:

  • Processed 4,437 quotes and 102 trades for AMZN
  • Generated CSV output with VWAP, volume, and price data
  • Verified compatibility on macOS with AppleClang 17, CMake 3.x, Boost 1.89+

Build System Fixes:
- Update CMake minimum version to 3.10 for modern compatibility
- Fix C++17 std::optional and string_view compatibility issues
- Replace experimental/string_view with standard string_view
- Add missing <optional> includes for std::optional usage
- Update C++ standard to C++17 in build flags
- Fix Boost library detection for newer versions (1.89+)
- Add proper libuv library linking configuration

Documentation Expansion:
- Add comprehensive overview of Helix capabilities and architecture
- Document all main components: helix-trace, helix-top, order_book_perf_test
- Detail supported market data protocols (NASDAQ ITCH 5.0, Nordic ITCH, Parity PMD)
- Explain core use cases: algorithmic trading, market analysis, risk management
- Highlight technical features: ultra-low latency, zero-copy networking, lock-free structures
- Clarify target audience: HFT firms, market makers, quantitative trading operations

Successfully tested with real NASDAQ ITCH 5.0 data processing:
- Processed 4,437 quotes and 102 trades for AMZN
- Generated CSV output with VWAP, volume, and price data
- Verified compatibility on macOS with AppleClang 17, CMake 3.x, Boost 1.89+
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Modernize Helix for macOS and expand comprehensive documentation

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