High Performance Limit Order BookC++ · 2026
A price-time priority matching engine built for high-performance. A multi-threaded 3-stage pipeline, using custom memory pools and lock-free data structures, achieving ~10M orders/sec.
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Things built to understand how something works.
High Performance Limit Order Book
Strategy Backtesting EngineC++, Python · 2026
An event-driven market-microstructure backtester written in C++ that replays historical exchange data tick-by-tick. Strategies can interact through Python bindings, where given book state orders are injected into the event-stream, causing simulated interaction with real historical liquidity.