HFT Simulator (High-Frequency Trading Simulator)

This project seeks to explore the world of high-frequency trading (HFT) by simulating a trading environment. The simulator allows users to test various trading strategies, analyze market data, and understand the dynamics of HFT.

Features

• Simulated market environment
• Order book management
  • Order cancellation
• Feed publishing and subscription
• Trade execution simulation

Things that can be improved

• Performance optimizations (order matching and execution)
• Price representation as floats (should be a "Money" type)

References

• Lock-Free Queue Implementation
• Lock-Free MPMC