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
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.