High-Performance Trading Simulation Engine
C++17 · Linux · Python
Low-latency multi-threaded matching engine processing 1.4M ticks/sec at 400ns per op using lock-free queues, atomics, and a price-time priority order book.
- Profiled hot-path with Linux perf; eliminated heap allocations and applied move semantics + cache-friendly layouts.
- Tick-data replay with 3 strategies (SMA crossover, mean reversion, market making) — 25,000+ simulated trades.