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GitHub / NiclasDimitriadis / CppOrderBook
--deprecated in favor of CppOrderBook2-- Small project demonstrating reading FIX messages from a (socket-like) buffer and using them to manipulate an order book object. Possibly multithreaded. Emphasis on low-latency techniques, metaprogramming and incorporating some of the latest C++ features.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/NiclasDimitriadis%2FCppOrderBook
Stars: 1
Forks: 0
Open Issues: 0
License: mit
Language: C++
Repo Size: 16.7 MB
Dependencies: pending
Created: about 1 year ago
Updated: 2 months ago
Last pushed: 2 months ago
Last synced: 2 months ago
Topics: fixprotocol, low-latency, no-maintenance-intended, template-metaprogramming, trading