systems · sub-star

nano_match

ultra-low-latency HFT limit order book and matching engine.

readme

A limit order book and matching engine in C++, built for the latency constraints real high-frequency trading systems work under. Orders are matched by price-time priority, with the data structures chosen so the hot path stays predictable rather than merely fast on average.

signal log

• price-time priority matching across the full order lifecycle — add, cancel, fill.
• built around keeping the hot path allocation-free and cache-friendly.
• [ add measured latency per order — ns/µs — and how you measured it ]

built with