Exchange Backend

Prototype exchange backend for order matching, market data, and simulation.

Features

• Single-threaded matching engine with price-level order queues
• TCP gateways for order submission
• UDP multicast for market data
• Lock-free queue architecture for low-latency order processing
• Simulation and backtesting tools

Getting Started

Build with Docker

docker build -f docker/Dockerfile.matcher -t exchange-backend .
docker run --network host exchange-backend

Build locally with Cmake

mkdir build && cd build cmake .. make

Requirements

• Cmake
• C++ 20
• G++ Compiler >= 13
• Docker

Coding style

• Unless said otherwise use the google c++ style guide
• Variable, Function, and .cpp files names: snake_case
• Directory names: kebab-case
• Constant names: CAPITAL_SNAKE_CASE
• For header files use .hpp