limit-order-book
Unverified Market-making strategy on Crypto by mansoor-mamnoon. BotFinder score 18 out of 100.
High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact ana
Source: github
BotFinder analysis pending.
limit-order-book
Limit Order Book (LOB) Engine — C++20 A high-performance C++ matching engine that processes buy/sell orders with exchange-style semantics. Demonstrates low-latency hot-path design, cache-friendly data structures, reproducible benchmarking, and clean build/test tooling. --- 🧰 Tech Stack 🔤 Languages & Compilers ✅ Testing & CI/CD ⚡ Performance & Profiling 📂 Data & Processing 🐳 Containers & Release 📊 Visualization & Reporting 🖥️ Systems & Infra ⚡ Throughput: 20.7M msgs/sec 📊 Latency: p50=0.04µs, p99≈1µs ✅ Verified on real BTCUSDT BinanceUS data 🔎 Quick Highlights - Core engine (BookCore): limit & market orders, cancels, modifies, FIFO per price level. - Order flags: IOC, FOK, POSTONLY, STP (self-trade prevention). - Persistence: binary snapshots (write/load) + replay tool. - Performance: slab memory pool, side-specialized matching (branch elimination), cache-hot best-level pointers, -fno-exceptions -fno-rtti. - Tooling: benchmark tool (percentiles + histogram CSVs), Catch2 unit tests, profiling toggle (-fno-omit-frame-pointer -g). --- 🧭 Architecture Engine flow Data layout Memory pool (s
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