Systems
Low-Latency Order Book
A C++20 matching engine with strict price-time priority, a dense tick-ladder book with O(1) best-quote lookup, and allocation-free hot paths for sub-microsecond order processing.
Matches orders under strict price-time priority on a dense tick-ladder book, with a hierarchical bitmap for O(1) best-bid and best-ask lookup and time-in-force coverage for GTC, IOC, and FOK.
Removes allocation from the hot path with a slab arena over cache-aligned storage and Boost intrusive-list FIFOs at each price level, plus optional Linux huge-page backing for low-jitter steady state.
Runs a single engine thread pinned to an isolated core behind Vyukov-style bounded SPSC rings, parses FIX 4.4 with a zero-copy tag-value parser over byte spans, and replays from any prefix to reproduce engine state bit-exactly.