low-latency-limit-order-book
Unverified Other strategy on Multi by allan7yin. BotFinder score 18 out of 100.
low latency limit order book in C++
Source: github
BotFinder analysis pending.
low-latency-limit-order-book
Low Latency Limit Order Book This is a Limit Order Book developed in C++ from scratch, and can handle over 1 million TPS. Overview Matching engines are core component of trading systems, most notably stock exchanges. This system was built to learn more about this field and the technical details needed to facilitate these financial systems. Project Tree Idea This project references concepts mentioned in (here). It states: The idea is to have a binary tree of Limit objects sorted by limitPrice, each of which is itself a doubly linked list of Order objects. Each side of the book, the buy Limits and the sell Limits, should be in separate trees so that the inside of the book corresponds to the end and beginning of the buy Limit tree and sell Limit tree, respectively. Each order is also an entry in a map keyed off idNumber, and each Limit is also an entry in a map keyed off limitPrice. With this id mind, we can define a general structure: With this structure, we want to maintain: To handle the high frequency of orders efficiently, a self-balancing binary tree is essential to ensure operati
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
Reviews & comments
No reviews collected from the source yet.
⚠ No live verification account connected — ask for proof before buying.
Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)