Ultra-low-latency C++ trading engine for crypto markets

A lightweight, modular C++ matching engine for financial markets, supporting multiple symbols, order types (LIMIT, MARKET, IOC, FOK), and real-time order book and trade updates via WebSockets.

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

High-performance C++17 market simulator with NUMA-aware PMR arenas, zero-allocation order books, LMDB persistence, and real-time gRPC streaming.

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.

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

Limit Orderbook & Matching Engine + market simulation & visualsation.

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

C++20 order book engine with Qt GUI for real-time trading simulation and automated market data processing

C++ Order Book

Low-latency system that consumes historical market data from Databento, passes it through a lock-free ring buffer, and processes it in a separate thread to compute a simple real-time statistic.

A high performance limit order book in CPP

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

orderbook based backtesting suite using MBO data from Databento

High-performance, multi-threaded algorithmic trading engine for crypto exchanges

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

Personal implementation of an Order Book , as a University/Personal Project

Financial orders cache with the option to add, remove and match orders quickly.

A basic implementation of an order book system, simulating a financial market environment. Supports market and limit orders with bid/ask sides, order matching, and order book visualization. Ideal for understanding the core concepts of trading systems and financial market mechanics.