ronitgupta138/Apex-Matching-Engine

High performance order matching engine

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 simple, fast and garbage-free matching engine order book that you can use as a starting point for your matching engines.

Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) 🚀🚀

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

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.

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.

Fully functioning fast Limit Order Book written in Python

Low-latency tick-to-trade engine: ITCH/OUCH order book over kernel bypass (ef_vi), with hardware-timestamped latency measurement.