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.
- 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.
- C++
- OpenCL
- CMake
- Concurrency
- macOS with Homebrew installed
- CMake
- OpenCL
mkdir build cd build cmake .. make
./trading_system