I seem to have gotten it to work with cmake CMakeLists.txt, however I now get the error:
CMake Error at third_party/sleef/CMakeLists.txt:27 (message):
  SLEEF does not allow in-source builds.

  You can refer to doc/build-with-cmake.md for instructions on how provide a
  separate build directory.  Note: Please remove autogenerated file
  `CMakeCache.txt` and directory `CMakeFiles` in the current directory.


-- Configuring incomplete, errors occurred!

I’ve tried building sleef separately and if I run
$ mkdir third_party/sleef/build_dir
$ cd third_party/sleef/build_dir
$ cmake ..

It builds successfully, but when I try and run setup.py I get this:
-- The CXX compiler identification is unknown
-- The C compiler identification is unknown
CMake Error at CMakeLists.txt:6 (project):
  The CMAKE_CXX_COMPILER:

    /usr/local/bin/g++-8

  is not a full path to an existing compiler tool.

  Tell CMake where to find the compiler by setting either the environment
  variable "CXX" or the CMake cache entry CMAKE_CXX_COMPILER to the full path
  to the compiler, or to the compiler name if it is in the PATH.


CMake Error at CMakeLists.txt:6 (project):
  The CMAKE_C_COMPILER:

    /usr/local/bin/gcc-8

  is not a full path to an existing compiler tool.

  Tell CMake where to find the compiler by setting either the environment
  variable "CC" or the CMake cache entry CMAKE_C_COMPILER to the full path to
  the compiler, or to the compiler name if it is in the PATH.


-- Configuring incomplete, errors occurred!