Home / Backtesting & trading frameworks

OrderMatchingEngine

Backtesting & trading frameworks★ 169 GitHub starsC++⏱ Last commit 49 days ago

Lock-free C++ order matching engine for high-frequency trading

What it is

A lock-free order matching engine written in C++ for high-frequency trading scenarios. Its author describes it as production-grade and reports very high order throughput. Quant developers and trading system engineers who want to study matching engine design or low-latency techniques are the target users. Throughput figures come from the author's own benchmarks, so measure performance on your own hardware and workload.

At a glance

Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.

Best forProfessional quants
Used forBacktesting, Live trading
MarketsMulti-market
StackC++
Learning curveSteep learning curve
Practical valueMedium practical value
CostFree and open source
HardwareNo GPU needed
MaintenanceLast commit 49 days ago

GitHub stars, last 30 days

Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 169. Gaps mean no snapshot was taken that day.

In the author's words

A production-grade, lock-free, high-frequency trading matching engine achieving 150M+ orders/sec.

Open on GitHub ↗This week's trending tools中文页面

Similar tools