{"repo":"omerhalid/Real-Time-Market-Data-Feed-Handler-and-Order-Matching-Engine","free":true,"listed":false,"github":"https://github.com/omerhalid/Real-Time-Market-Data-Feed-Handler-and-Order-Matching-Engine","clone":"git clone https://github.com/omerhalid/Real-Time-Market-Data-Feed-Handler-and-Order-Matching-Engine.git","description":"High-Frequency Trading (HFT) order matching engine optimized for low latency. Features NUMA-aware memory allocation, thread pinning, RDTSC timestamps, lock-free SPSC queues, async logging, and UDP busy polling. Built with C++20 for Linux production environments.","language":"C++","stars":49,"topics":["cpp","finance","orderbook","quantitative-trading","matching-engine","hft","high-frequency-trading","linux","low-latency"],"license":null,"category":"trading","readme_excerpt":"Real-Time Market Data Feed Handler & Order Matching Engine Description This project implements a real-time market data feed handler and an order matching engine , optimized for High-Frequency Trading (HFT) with microsecond-level latency targets. It is built in modern C++ (C++20) following HFT industry best practices. The system is designed with the following goals in mind: - Ultra-low latency : Microsecond-level order processing (< 1μs for P99 operations) - Linux-optimized : Designed specifically for Linux production environments - Cache-efficient : Data structures optimized for CPU cache locality - Zero-allocation hot paths : Memory pools prevent dynamic allocations during trading - Real-time performance : CPU affinity, memory locking, and real-time scheduling ⚠️ Note : This codebase is optimized for Linux and may not compile on macOS/Windows. It uses Linux-specific APIs and system calls. --- Features HFT-Optimized Core - Fixed-Point Prices : 64-bit integer prices (micro-dollar precision) for deterministic arithmetic - Price Ladder : Efficient O(log n) insertion, O(1) best price lookup using sorted maps - Cache-Aligned Orders : 32-byte aligned Order structures (one cache line) - Memory Pool : Pre-allocated order pool eliminates dynamic allocations in hot paths - Nanosecond Timestamps : High-resolution timestamps for price-time priority matching Linux Optimizations - CPU Affinity & Thread Pinning : Pin process and individual threads to specific CPU cores - NUMA Awareness : Al","default_branch":null,"files":null,"tree":[],"storefront":"/r/omerhalid","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/omerhalid/Real-Time-Market-Data-Feed-Handler-and-Order-Matching-Engine/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."}