Open Orderbook — trade $ERIC, right here
- Built a low-latency limit order book and matching engine in C++17 with price-time priority, guaranteed price improvement, O(1) cancels; benchmarked at 24.3M ops/sec (41 ns/op) on a mixed workload of limits, cancels, and markets.
The C++ core also speaks NASDAQ TotalView-ITCH 5.0: it replays
a full real trading day — 268.7M messages, 8,906 symbols, peak
1.9M live orders — with zero integrity violations. A JavaScript
twin held to the same 12-case test list runs the live market
below — a market maker quotes around a drifting fair value, a
noise trader takes liquidity, and you trade against both.
C++17JavaScriptITCH 5.0zero dependencies41 ns/opGitHub Actions CI
GitHub →
The demo runs the JS engine entirely in your browser; the
C++17 core in the repo passes the same test suite at 24.3M
ops/s. The terminal trades this market too: try `buy 5`.
($ERIC is not listed. Yet.)