High-Performance Limit-Order Book

A price-time priority matching engine optimized for performance. A multi-threaded 3-stage pipeline, along with custom memory pools and lock-free data structures, optimize the engine to achieve ~10M orders/sec.

Language	C++17	Year	2025
Source	github.com/wbeatty/cpp-lob

Language

C++17

Year

2025

Source

github.com/wbeatty/cpp-lob

Graphs showing latency distributions for the C++ Limit-Order Book — Latency distributions for order insertion, cancellation, and matching.

High-performance limit-order book implementation in C++ with a focus on efficiency and scalability. Implemented using a tree-based data structure to efficiently manage order book updates and match orders.

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