High performance components for building Trading Platform such as ultra fast matching engine, order book processor
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Updated
Jul 15, 2025 - C++
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
Library for algorithmic trading
A low-latency, high-throughput order matching system implementation.
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.
Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Processor
Limit Orderbook & Matching Engine + market simulation & visualsation.
High-performance C++ Implementation of a Limit Order Book and a Matching Engine
This Orderbook Simulation is a C++ application that simulates an order book for financial markets, featuring VWAP calculation, a custom neural network for price prediction, and Python GUIs for order management and visualization.
Simple client/server example that can be used as a starting point for development using Fix8Pro
Low latency Limit Order Book and Matching Engine written in C++
High-performance, multi-threaded algorithmic trading engine for crypto exchanges
Order Book Fast Algorithm develop by Alan Z. Valencia
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