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Limit Order Book & Matching Engine

Codename: vortex

Purpose

Build a high-performance limit order book (LOB) with a price-time priority matching engine. This is the central nervous system of any trading platform.

Sister project conduit feeds Nasdaq market data into vortex. Together these two projects form an end-to-end market data → order book pipeline.

Constraints

  • Language: C++17 minimum. C++20 features permitted where they improve clarity or correctness (concepts, ranges).
  • Dependencies: Zero runtime dependencies. Standard library only.
  • Build system: CMake. The project must build cleanly with -Wall -Wextra -Wpedantic -Werror.
  • Platform: Linux x86_64, little-endian, __builtin_expect and similar compiler intrinsics where justified.

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