ASherjil/abt-t2t

From-scratch limit order book + matching engine in Rust. ~100 ns book ops replaying 104M operations from real NASDAQ ITCH 5.0 data; 143-fill sweeps in 2 µs. Binary OUCH order entry, 10 µs order-to-ack.

NASDAQ ITCH 5.0 limit-order-book reconstructor, matching engine & queue-aware backtester in C++20

High performance order matching engine

C++20 production HFT system and order book simulator. Turn-key execution algorithm (percentage-of-volume) that follows natural order flow. Queue-position-aware order book simulator, MDP3 decoder, iLink 3, PCAP replay, custom actor framework with overhead of a few nanoseconds. Same strategy code in backtesting and live trading.

Sub-100ns C++20 matching engine — lock-free order book, TCP order gateway, and UDP market data publisher for production-grade HFT infrastructure.

A full-stack exchange simulation with an in-memory order book, matching engine, WebSocket-based market data, and a trading UI, built to study high-frequency trading systems.

⚡ Ultra-Low Latency Continuous Double Auction Matching Engine in Java 21 Loom. In-memory L2 market depth, price-time priority, STOMP WebSockets, 50k+ ops/sec.

C++ low latency trading system notes for market participants and exchange

A zero-alloc, compile-time hardened FIX engine built for sub-100ns execution.