High performance components for building Trading Platform such as ultra fast matching engine, order book processor

A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance

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

DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS

orderbook based backtesting suite using MBO data from Databento

A low-latency, high-throughput order matching system implementation.

Library for algorithmic trading

C++ and Python app to create your custom orderbook.

Simple client/server example that can be used as a starting point for development using Fix8Pro

Limit Orderbook & Matching Engine + market simulation & visualsation.

High-Frequency Trading (HFT) order matching engine optimized for low latency. Features NUMA-aware memory allocation, thread pinning, RDTSC timestamps, lock-free SPSC queues, async logging, and UDP busy polling. Built with C++20 for Linux production environments.

Playing with C++17 and performance

Implementation of a simple Equity Order Matching Engine using C/C++

High-performance C++ Implementation of a Limit Order Book and a Matching Engine

Low latency Limit Order Book and Matching Engine written in C++

Simple order matching engine in C++14

An orderbook implementation with RiskControl model, which will execute self-cross checking and rate limiting. High performance using shared lock and lock free mechanism.

The Orderbook Project is a C++ application simulating a financial order book. It manages buy and sell orders, matches them according to their prices, and keeps track of trades. The application supports two types of orders: Good Till Cancel (GTC) and Fill and Kill (FOK).

Order Book Fast Algorithm develop by Alan Z. Valencia

An orderbook implementation