price-time-priority

Price/time priority order matching engine

A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.

Evaluating the performance of lock-free data structures under realistic exchange workloads. University of Warwick, 3rd Year Computer Science Dissertation

Single-symbol CLOB matching engine in Rust — integer-only hot path, deterministic replay, microsecond-class tail latency, framed binary TCP wire.

Deterministic, in-memory, price-time-priority CLOB matching engine — @stoxxi/orderbook

C++ limit order book with price-time priority matching, GoodTillCancel and FillAndKill orders, and O(1) cancel/modify via hash map + FIFO price levels.

Functional limit order book and trading primitives in OCaml — ADTs, functors, QCheck property tests

Limit Order Book Matching Engine

Production-grade price-time priority matching engine in Python. Limit/market orders, partial fills, IOC/FOK, cancel/replace, synthetic event generation, L1 metrics, nanosecond benchmarks (~390k ops/sec), and interactive visualizations.

Real-time order matching engine built with Python, FastAPI, WebSockets, and MySQL. Implements price-time priority with FIFO queues for Market, Limit, IOC, and FOK orders, plus an in-memory order book and live trade updates.

HFT-Simulator is an educational Limit Order Book (LOB) + Matching Engine simulator focused on correctly modeling high-frequency trading logic and dynamics.It is not a production system, not connected to any real exchange, and not nanosecond-accurate.

GPU-batched reinforcement learning for limit-order-book optimal execution with IPPO, trained against Bybit BTCUSDT L2 order-book data.

CoreMatch is a Go-based in-memory order matching engine that demonstrates the core processing workflow of a modern exchange.

Electronic trading exchange simulator built with Java and Spring Boot, featuring price-time priority matching, REST APIs, PostgreSQL persistence, and automated testing.

Price-time priority order matching engine for .NET with Kafka-driven order submission, trade execution, and real-time order book management.