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Multi-Order Type Orderbook

A high-performance order matching engine implemented in modern C++20

Operation Time Complexity
Add Order O(log n)
Cancel Order O(1) lookup + O(log n) removal
Best Bid/Ask O(1)
Match Orders O(k) where k = orders matched
Order Lookup O(1)

Prerequisites

  • GCC 11+ or Clang 14+ with C++20 support
  • Linux / macOS / Windows (with WSL)

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