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01
Order Matching Engine
Language
C++17
Architecture
Lock-free
Priority
Price-time FIFO
Target
Sub-200ns
C++17Lock-FreeLow Latency
A limit order book implementing price-time priority FIFO matching in C++17. Built with lock-free data structures and cache-line-aligned hot paths targeting sub-200ns order processing latency.
02
C++ Backtesting Engine
C++17Quant FinanceEvent-Driven
An event-driven backtesting engine for realistic strategy evaluation. Models slippage and transaction costs with portfolio analytics including Sharpe ratio and max drawdown.