Market microstructure analytics platform with lock-free data structures, sub-microsecond order matching, and optimal execution algorithms for systematic trading

A low-latency Limit Order Book (LOB) matching engine in Python using Binary Heaps for O(1) execution. Simulates HFT market microstructure and price-time priority matching.

Production-grade LOB engine modeling market microstructure, order matching, and HFT strategies. Microsecond latency, NSE tick replay, multi-agent back-testing. Built for Graviton-style quant roles.

This project implements an ultra-low latency Limit Order Book (LOB) matching engine in C++20, specifically optimized for high-frequency trading (HFT) simulations and market microstructure research