I often deliver my work as shared objects (DLL, in fact, because I'm
stuck with Windows at work).

I would like to have ocamlbuild take care of this, but I don't know
exactly how to do it?

The idea would be to split the work in two separate rules.

The first rule generates a shared object from the Objective Caml code:

rule "mloo & cmx* -> native.oo.o"
     ~dep:"%.mloo"
     ~prod:"%.native.oo.o"
     action_for_nativecode

rule "mloo & cmo* -> byte.oo.o"
     ~dep:"%.mloo"
     ~prod:"%.byte.oo.o"
     action_for_bytecode

The actions should return commands with A "-output-obj". But I do not
know how to write them. It would need a mechanism similar to the one
used for mlpack. For example, one .mloo file listing the ocaml files to
link into the output object. Dynamic dependencies are to be generated
from the content of the .mloo file.

Unfortunately, I have no idea how to write that?

The second rule would generate a shared object from the .o files.
Maybe the current clib is enough? I have to add a flag to link
the runtime engine by adding -lasmrun -lm -ldl (-lm and -ldl being
deduced from the output of ocaml* -config).

Am I looking in the right direction?

Thanks in advance for your help

Matt