order-matching-engine

A simple order matching engine in C++20. Uses a lock-free queue to pass orders to a worker thread that runs the order book.

build & run

Needs a C++20 compiler.

cmake -B build -DCMAKE_BUILD_TYPE=Release
cmake --build build

./build/tests       # run tests
./build/demo        # run demo
./build/benchmark   # run benchmarks

layout

• include/engine/ has all the engine headers (types, order book, SPSC queue, matching engine)
• src/main.cpp is a demo that posts some orders and prints trades
• tests/tests.cpp has basic correctness tests
• bench/benchmark.cpp measures add_order latency and pipeline throughput