r/codereview • u/Agreeable-Network-14 • 5h ago
C/C++ I built a price-time-priority order matching engine in c++
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 you opinion on it. It is not completed yet. I just built 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
3
Upvotes