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A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance
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32
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Update performance metrics and clarify matching behavior
a7ff740View on GitHub"Add vector-based orderbook implementation with optimized matching"
cbb9b33View on GitHubOptimize order matching with vector-based price levels
0675e64View on GitHubAdds clang support and renamed FillAndKill to ImmediateOrCancel
f9416b2View on GitHub