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cpp_trade_engine

A low-latency limit order matching engine implemented in C++, designed to simulate the core of a modern electronic exchange. The system maintains an in-memory order book with price-time priority, processes buy and sell orders deterministically, and measures end-to-end latency with a focus on microsecond-level performance.

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A low-latency limit order matching engine implemented in C++, designed to simulate the core of a modern electronic exchange. The system maintains an in-memory order book with price-time priority, processes buy and sell orders deterministically, and measures end-to-end latency with a focus on microsecond-level performance.

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