Limit Order Book Matching Engine in C++

January 2025

Built a low-latency limit order book and matching engine in modern C++ supporting price-time priority and order add, cancel, and modify operations. Optimised hot-path data structures for deterministic, microsecond-scale matching, modelling core exchange microstructure with an emphasis on predictable performance and minimal allocation on the critical path.

Tech: C++, Low-Latency Systems, Data Structures, Market Microstructure, Performance Optimisation