{"repo":"eelixir/mercury","free":true,"listed":false,"github":"https://github.com/eelixir/mercury","clone":"git clone https://github.com/eelixir/mercury.git","description":"High-performance C++ matching engine with unified market simulation, live market data streaming, and a browser-based dashboard","language":"C++","stars":39,"topics":["backtesting","c-plus-plus","cpp","high-frequency-trading","low-latency","matching-engine","order-book","quant-finance","trading-system","market-simulation"],"license":"AGPL-3.0","category":"trading","readme_excerpt":"Market-making and order-book simulation lab built around a high-performance C++ matching engine, custom intrusive order-book core, instant backtests, real-time WebSocket streaming, and bounded agent-based microstructure dynamics. Overview Mercury is a local market-making and order-book simulation lab. Its core is a full limit order book with price-time priority matching, wrapped by a unified runtime where manual browser orders, replayed flow, built-in agents, instant backtests, and live real-time simulation all trade through the same engine thread. The intended use case is experimentation: compare liquidity-provision settings, stress order-flow regimes, inspect queue and P&L behavior, and produce repeatable backtest artifacts without connecting to a live broker or venue. Key Metrics: - 3.2M+ orders/sec sustained throughput - 320 ns average order insertion latency - O(1) order lookup, insertion, and cancellation - 249 backend tests, all passing - Nanosecond gateway-to-engine latency instrumentation Features - Order Types: Limit, Market, Cancel, Modify - Time-in-Force: GTC (Good-til-Canceled), IOC (Immediate-or-Cancel), FOK (Fill-or-Kill) - Price-Time Priority: FIFO matching at each price level - Self-Trade Prevention: Client ID based filtering - Risk Management: Pre-trade risk checks with position/exposure limits - P&L Tracking: Realized and unrealized P&L with FIFO cost basis - Unified Market Runtime: One runtime for manual orders, replay, built-in agents, instant backtests, ","default_branch":null,"files":null,"tree":[],"storefront":"/r/eelixir","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/eelixir/mercury/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}