pricetime
A stock exchange matching engine in C++ that replays 50M real orders from a live US exchange, validates itself against that exchange's trade records, and got 40x faster: the bottleneck was CPU cache.
A stock exchange matching engine in C++ that replays 50M real orders from a live US exchange, validates itself against that exchange's trade records, and got 40x faster: the bottleneck was CPU cache.
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