High-performance C++ order book: P50 0.21μs, P99.9 5.7μs, 2.4M orders/sec. SPSC lock-free queue, thread-local slab allocator, price-time priority matching. 51 tests, EC2 Spot benchmarking.
multi-threading zero-copy simd market-data low-latency lock-free raii hft system-programming order-book matching-engine memory-pool trading-systems cpp20 lock-free-queue cplusplus20 cache-locality hft-infrastructure
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Updated
May 31, 2026 - C++