Price/time priority order matching engine
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Updated
Feb 3, 2022 - Python
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price-time-priority
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Evaluating the performance of lock-free data structures under realistic exchange workloads. University of Warwick, 3rd Year Computer Science Dissertation
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Apr 8, 2026 - C++
Production-grade price-time priority matching engine in Python. Limit/market orders, partial fills, IOC/FOK, cancel/replace, synthetic event generation, L1 metrics, nanosecond benchmarks (~390k ops/sec), and interactive visualizations.
python finance trading simulation quantitative-finance limit-order-book matching-engine orderbook market-microstructure price-time-priority
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Apr 3, 2026 - Jupyter Notebook
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