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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