代码库

brprojects/Limit-Order-Book

159

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

C++

cmakecppdata-structuresfinance-applicationgoogletesthfthigh-frequency-tradinglimit-order-booklow-latencymarket-makermatching-engineorderbookquantative-tradingquantitative-finance