OCET, torch, transformers, DeepLOB,limit-order-books
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Dec 6, 2022 - Python
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limit-order-books
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Modern C++20 low-latency exchange-style matching engine focused on deterministic matching semantics, intrusive FIFO order queues, pooled allocation, dense order-id indexing, cache-conscious data structures, and benchmark-driven systems optimization.
linux docker performance-engineering benchmarking cmake cplusplus high-performance exchange low-latency profiling quantitative-finance order-book systems-programming matching-engine cpp20 limit-order-books latency-optimization
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May 31, 2026 - C++
Reproducibility package for Structural Hawkes Ambiguity in Near-Critical Market Making
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May 16, 2026 - Python
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