A deterministic, production-grade matching engine for quantitative trading — built with strong typing, event sourcing, invariants, and property-based testing.
A Low Latency Stock Exchange Simulator Written In C++
A high-performance, general-purpose Level 2 (L2) matching engine designed for mirroring, research, testing, and HFT-style order book simulations.
Simple implementation of an orderbook
Implementation of a simple Equity Order Matching Engine using C/C++
C++20 limit order book simulator modeling real-time market microstructure. Features multi-threaded matching engine, microsecond latency, and Python bindings for quantitative finance research and trading strategy analysis.
Prototypes of financial trading systems in C++ e.g. an order matching engine system that manages transactions for a specific symbol by pairing buy and sell orders.
Microservices-based stock exchange simulation with order entry gateway, matching engine, clearing & settlement, market data feed etc.
C++ algo template project.
Simple limit order matching system written in C++.
This C++ matching engine boasts a user friendly, efficient, yet highly customizable interface making it ideal for simulation and research purposes.
Low latency Limit Order Book and Matching Engine written in C++
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Order matching engine
High-performance C++ Trading Engine
Exchange Server
Limit Orderbook & Matching Engine + market simulation & visualsation.
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