SSYernar/High-Performance-OpenCL-Trading-System

★ 0Forks 0MakefileGitHub ↗Compare

README

Custom Low-Latency Trading System Simulation

Overview

This project simulates a custom low-latency trading system designed for order matching and execution. It leverages OpenCL for accelerated order matching, making it suitable for high-frequency trading applications.

Features

  • Order Book: Maintains buy and sell orders in a sorted manner.
  • Order Matching Engine: Matches buy and sell orders with minimal latency using OpenCL.
  • Market Data Simulation: Simulates market data to test order submissions and matches.
  • Concurrency: Implements a concurrent model to handle multiple orders simultaneously.

Technologies Used

  • C++
  • OpenCL
  • CMake
  • Concurrency

Requirements

  • macOS with Homebrew installed
  • CMake
  • OpenCL

Building the Project

mkdir build cd build cmake .. make

Running the Project

./trading_system

Contributors

SSYernar

Issues