diff --git a/CMakeLists.txt b/CMakeLists.txt
index 4ea5f66..ad35ffb 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -1,4 +1,11 @@
 cmake_minimum_required(VERSION 3.16)
+
+# Must come before project() so it can select vcpkg's "tests" feature (pulls in gtest).
+option(HYPERLIQUID_BUILD_TESTS "Build tests" OFF)
+if(HYPERLIQUID_BUILD_TESTS)
+    list(APPEND VCPKG_MANIFEST_FEATURES "tests")
+endif()
+
 project(hyperliquid-sdk-cpp VERSION 0.1.0 LANGUAGES C CXX)
 
 set(CMAKE_CXX_STANDARD 23)
@@ -148,7 +155,6 @@ install(FILES
 )
 
 option(HYPERLIQUID_BUILD_EXAMPLES "Build example programs" OFF)
-option(HYPERLIQUID_BUILD_TESTS "Build tests" OFF)
 
 if(HYPERLIQUID_BUILD_TESTS)
     enable_testing()
diff --git a/README.md b/README.md
index f1c03f5..a421f2f 100644
--- a/README.md
+++ b/README.md
@@ -60,7 +60,7 @@ int main() {
 
 See the [Quickstart guide](https://TuxedoFish.github.io/hyperliquid-sdk-cpp/quickstart/) for the WebSocket equivalent and the async/typed-listener paths, and the [Examples index](https://TuxedoFish.github.io/hyperliquid-sdk-cpp/examples/) for every runnable example in `examples/` (order placement/modification, transfers, staking, vaults, and every websocket channel, over both REST and WebSocket).
 
-Most examples read credentials from `examples/test.json`, a local, gitignored file you create yourself - it's never committed and the repo doesn't ship one. Create it with:
+Most examples read credentials from `examples/test.json`, a local, gitignored file you create yourself - it's never committed and the repo doesn't ship one. Copy the template at [`examples/example.json`](examples/example.json) to `examples/test.json` and fill it in, or create it directly:
 
 ```json
 {
diff --git a/docs/examples.md b/docs/examples.md
index a4756a7..7f6d5af 100644
--- a/docs/examples.md
+++ b/docs/examples.md
@@ -6,7 +6,7 @@ Examples are paired: most `/exchange` or `/info` call in `rest_*.cpp` has a `ws_
 
 ## Credentials
 
-Most examples read credentials from `examples/test.json`, a local file you create yourself — it's gitignored and never committed, and the repo doesn't ship one.
+Most examples read credentials from `examples/test.json`, a local file you create yourself — it's gitignored and never committed, and the repo doesn't ship one. Copy the template at [`examples/example.json`](https://github.com/TuxedoFish/hyperliquid-sdk-cpp/blob/main/examples/example.json) to `examples/test.json` and fill it in, or create it directly:
 
 ```json
 {
diff --git a/examples/test_config.h b/examples/test_config.h
index 72b9649..cbd6aed 100644
--- a/examples/test_config.h
+++ b/examples/test_config.h
@@ -17,7 +17,12 @@ inline TestConfig loadTestConfig(const std::string& path = EXAMPLES_DIR "test.js
 {
     std::ifstream file(path);
     if (!file.is_open())
-        throw std::runtime_error("Could not open config file: " + path);
+        throw std::runtime_error(
+            "Could not open config file: " + path +
+            "\nThis file is gitignored and not shipped with the repo - copy examples/example.json "
+            "to examples/test.json and fill in a testnet wallet's address/private key (and "
+            "optionally a subaccount address) before running examples. See the README's "
+            "\"Quickstart\" section, or https://TuxedoFish.github.io/hyperliquid-sdk-cpp/examples/#credentials.");
 
     auto json = nlohmann::json::parse(file);
 
diff --git a/vcpkg.json b/vcpkg.json
index 618ec8c..f6cc194 100644
--- a/vcpkg.json
+++ b/vcpkg.json
@@ -13,7 +13,14 @@
     "nlohmann-json",
     "spdlog",
     "zlib",
-    "secp256k1",
-    "gtest"
-  ]
+    "secp256k1"
+  ],
+  "features": {
+    "tests": {
+      "description": "Build the test suite (HYPERLIQUID_BUILD_TESTS)",
+      "dependencies": [
+        "gtest"
+      ]
+    }
+  }
 }