AsthaMishra/matching-engine

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.

High performance order matching engine

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

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.

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

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

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) 🚀🚀

⚡ 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.