An educational repository for building the core components of electronic trading systems. It starts with a working Python reference implementation and rebuilds the same ideas in C++ to learn the data structures, testing, and performance trade-offs involved in an order book.
This is a learning project, not production trading software or financial advice.
| Lab | Status | Focus |
|---|---|---|
| Python | Reference implementation | Matching, order lifecycle, market data, and multi-venue routing |
| C++ | In progress | Rebuilding the order book incrementally with CMake and tests |
Run the Python reference tests:
python -m pip install -r python_labs/requirements.txt
python -m unittest discover -s python_labs/tests -vBuild and test the C++ lab:
cmake -S cpp_labs -B /tmp/quant-labs-cpp-build
cmake --build /tmp/quant-labs-cpp-build
ctest --test-dir /tmp/quant-labs-cpp-build --output-on-failurepython_labs/ Working Python reference implementation and tests
cpp_labs/ Incremental C++ implementation, CMake configuration, and tests