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brprojects/Limit-Order-Book

Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.

Owner
brprojects (personal account)
Stars
Stars: 222
Forks
Forks: 55
Language
C++
License
MIT
Created
2024
Topics
cpphftlimit-order-bookmatching-enginedata-structureslow-latencyquantitative-financefinance-applicationmarket-makerorderbook
Tier
Prototype (100 to 249 ★) What this tier means
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