Building OpenRedukti¶

Dependencies¶

OpenRedukti makes use of following external libraries:

Protocol Buffers is used to implement data types
OpenBLAS is used for Linear Algebra
LAPACK is used for Linear Algebra
CMake is used to generate build scripts

Optionally if you want to enable a gRPC based server application then additional dependency on:

gRPC framework

Note that the gRPC server is required if you want to use the pricing and curve building functions from the Python interface.

Build Instructions for RHEL 7.6¶

I am using gcc 8.3 on Redhat obtained via devtoolset-8. I installed CMake manually as follows:

mkdir ~/Software
cd ~/Software
wget -O "cmake-3.14.5-Linux-x86_64.tar.gz" "https://github.com/Kitware/CMake/releases/download/v3.14.5/cmake-3.14.5-Linux-x86_64.tar.gz"
tar xvf "cmake-3.14.5-Linux-x86_64.tar.gz"
rm "cmake-3.14.5-Linux-x86_64.tar.gz"
export PATH=/Software/cmake-3.14.5-Linux-x86_64/bin:${PATH}

I enabled EPEL repository. This was necessary to obtain openblas which I then installed as follows:

sudo yum install -y openblas-devel readline-devel

Build protobuf¶

I built protobuf as follows:

mkdir -p ~/sources
cd ~/sources
wget "https://github.com/protocolbuffers/protobuf/releases/download/v3.8.0/protobuf-cpp-3.8.0.tar.gz" -O "protobuf-cpp-3.8.0.tar.gz"
tar xvf "protobuf-cpp-3.8.0.tar.gz"
cd protobuf-3.8.0
./autogen.sh
./configure --prefix=~/Software/protobuf
make install

Build gRPC¶

I built gRPC as follows:

mkdir -p ~/sources
cd ~/sources
git clone -b $(curl -L https://grpc.io/release) https://github.com/grpc/grpc
cd grpc
git submodule update --init
sed -i 's/\-Werror//g' third_party/boringssl/CMakeLists.txt
sed -i 's/\-Werror//g' Makefile
prefix=~/Software/grpc make install

Build OpenRedukti¶

OpenRedukti was built as follows:

mkdir -p ~/sources
cd ~/sources
git clone https://github.com/redukti/OpenRedukti.git
cd OpenRedukti
mkdir cppbuild
cd cppbuild
cmake -DGRPC_SERVER=ON -DProtobuf_ROOT=~/Software/protobuf -DCMAKE_INSTALL_PREFIX=~/Software/redukti -DGRPC_ROOT=~/Software/grpc ..
make install

You can omit the GRPC_SERVER option if that is not needed.

Running OpenRedukti server¶

export LD_LIBRARY_PATH=$HOME/Software/protobuf/lib:$HOME/Software/redukti/lib:$HOME/Software/grpc/lib:$LD_LIBRARY_PATH
$HOME/Software/redukti/bin/reduktiserv -s $HOME/Software/redukti/scripts/pricing.lua -p 9001

Build Instructions for Ubuntu Linux 18.04 LTS¶

Following instructions do not build gRPC server.

Pre-Requisites¶

Install following:

sudo apt install git
sudo apt install cmake
sudo apt install libreadline-dev
sudo apt install libopenblas-dev
sudo apt install libprotobuf-dev
sudo apt install protobuf-compiler

Build OpenRedukti¶

Clone the OpenRedukti github repository and do following:

mkdir buildrelease
cd buildrelease
cmake -DCMAKE_INSTALL_PREFIX=~/Software/OpenRedukti -DCMAKE_BUILD_TYPE=Release ..
make install

Build Instructions for Windows¶

These are instructions for building OpenRedukti on Windows 10 64-bit.

Setup OpenBLAS and LAPACK¶

These are available as pre-built packages from Ravi Distribution Dependencies. We assume here that the installed libraries are under c:\Software\OpenRedukti.

If you have your OpenBLAS and LAPACK files installed differently, please review and amend the FindOpenBLAS.cmake file in the cmake folder.

Build Protocol Buffers¶

I had to build protobuf locally. I installed the Protobuf binaries into following locations:

c:\Software\protobuf371r - release version
c:\Software\protobuf371d - debug version

Build gPRC¶

This is an optional step.

On Windows, you can build and install gRPC using vcpkg. This is what I did. Or else follow instructions at gRPC C++ Building from source.

Build OpenRedukti without gRPC¶

Once all of above steps are done, you can build OpenRedukti as follows:

mkdir build
cd build
cmake -G "Visual Studio 15 2017 Win64" -DCMAKE_INSTALL_PREFIX=c:\Software\OpenRedukti -DCMAKE_BUILD_TYPE=Release -DProtobuf_ROOT=c:\Software\protobuf371r ..