AsthaMishra/matching-engine

From-scratch limit order book + matching engine in Rust. ~100 ns book ops replaying 104M operations from real NASDAQ ITCH 5.0 data; 143-fill sweeps in 2 µs. Binary OUCH order entry, 10 µs order-to-ack.

语言：Rust · GitHub 星标：48 · Fork：7

话题：binary-protocol · hft · io-uring · low-latency · market-microstructure · matching-engine · order-book · orderbook

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