exharmonic/limit-order-book
An ultra-low latency, O(1) limit order book written in C++20. Features zero-copy PCAP/ITCH network ingestion, lock-free ring buffers, and custom memory pools to achieve ~9ns per-order matching latency.
An ultra-low latency, O(1) limit order book written in C++20. Features zero-copy PCAP/ITCH network ingestion, lock-free ring buffers, and custom memory pools to achieve ~9ns per-order matching latency.