A Raft-replicated order-book matching engine in Rust — durable by consensus, all kinds of order types for Equity/ForEx/Crypto/Derivatives, deterministic from order intake to market data, operational console, lightening fast, production quality.
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.
A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.
A high-performance, lock-free price level implementation for limit order books in Rust. This library provides the building blocks for creating efficient trading systems with support for multiple order types and concurrent access patterns.
Benchmark and correctness oracle for matching engines, with CI/CD checks against 100 billion order messages of precomputed consensus. Five calibrated workloads, byte-identical consensus, anti-cheat state audit.
