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C++ Low-Latency Trading Core
Goal: Prove low-latency C++ ability for infra-level work.
Stack: C++17, Boost.Asio, ZeroMQ, pybind11 (for Python bindings)
Key Features:
- Implement order book and matching engine
- REST + WebSocket API layer
- Multi-threaded architecture
- Nanosecond-level latency tracking
- Optional replay mode for historical data