A C++ and Python implementation of the limit order book.

Nasdaq Order Book Reconstructor

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

A fast, and efficient trade matching engine built in C++ utilizing Chrono, BOOST, and STL libraries

Limit Orderbook & Matching Engine + market simulation & visualsation.

Concept for a persistent storage engine for a large-scale trade order-book data warehouse. Unmaintained since 2022, use at your own risk.

Eigenbasis is a C++ framework for building low-latency financial software.

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 in C++

Simple limit order matching system written in C++.

In this limit order book problem I've divided the problem into multiple subproblems in which "printChart()" function is printing the Ask and Bid order details which we call from the "main()" function and also provided the required data, "calculateChart()" is the function which is calculating the total value of Ask and Bid orders and their differ…

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