mansoor-mamnoon/limit-order-book

High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.

语言：C++ · GitHub 星标：92 · Fork：27

话题：algorithmic-trading · algorithms · backtesting · cache-optimization · concurrency · cpp · data-structures · docker

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