Project spotlight

OrderbookLive

Real-time C++ matching engine with a tactile web UI for order flow, trades, and live market events.

C++17 CMake HTTP API Market Simulator
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What it is

OrderbookLive is a single-instrument market simulator designed to visualize how order flow drives price discovery. The matching engine runs in C++ while the UI consumes a local HTTP API to render depth, trades, and short-interval candles.

Behind the scenes

  • Single-writer matching engine enforces price-time priority with FIFO queues.
  • Limit and market orders support partial fills and resting liquidity.
  • Maker and taker bots model inventory-aware quoting and momentum bias.
  • Market events inject controlled shocks (news, whales, volatility spikes).
  • Session sandboxing with a 5-minute TTL keeps each user isolated.
  • Local HTTP API serves snapshots, trades, and configuration controls.

Why it matters

This project demonstrates low-latency systems thinking: deterministic matching logic, clear concurrency boundaries, and a UI that makes complex market mechanics approachable for non-experts.