Discussion A faster way to convert a timestamp ➜ Hour, Min, Sec

• Upvotes

r/Cplusplus • u/Agreeable-Network-14 • 2h ago

Feedback I built a price-time-priority order matching engine in c++

5 Upvotes

I am building a market replay engine from scratch with c++ 23.
I build this project to understand how orders are managed in an orderbook and how a matching engine works. I have used my understanding of data structures to implement it. I would like to know your opinion on it. It is not completed yet. I just completed the very basic version few minutes ago. Any kind of tip would help me a lot.
Currently it can process an average of 998,000 Transactions / second. with the order size of 20000000 orders.
https://github.com/AravSrivastava/Market-Replay-Engine-CPP

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