This document outlines the implementation of a high-performance trading simulator that processes real-time market data from cryptocurrency exchanges to estimate transaction costs and measure market…
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Updated
Oct 31, 2025 - C++
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okx
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Multi-exchange consolidated order book in C++ (Binance, OKX, Gate.io). Integer arithmetic for tick-exact pricing. Production WebSocket handling with snapshot sync and reconnection. Publishes BBA, volume-band depth, and price-band depth via gRPC.
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Updated
Jan 15, 2026 - C++
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