Articles tagged: C++ trading system

Research and analysis on C++ trading system in crypto market microstructure. 2 articles.

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Building a Basic Order Book in C++

— Step-by-step implementation of a basic order book in C++ with order matching, buy/sell queues, and real-time market depth. Foundation for building trading system infrastructure.

Building an Order Execution Engine: Simulating EVM-Based Trading

— Building an advanced order execution engine in C++ that simulates EVM-based trading, with order matching, fill prices, gas cost tracking, and slippage metrics — critical for evaluating trading perform