Mini Trading System (C++)

A small, beginner-friendly simulation of how real electronic trading systems work. This project includes:

• A market data feed (simulated prices)
• A limit order book
• A matching engine (matches buy & sell orders)
• UDP networking to broadcast trades
• Latency measurement (microseconds)

It’s a simplified version of how exchanges like NASDAQ/NYSE actually behave.

How the System Works

FeedHandler → generates fake market prices
TradingSystem → creates random buy/sell orders
MatchingEngine → matches orders using price–time priority
Trades → logged + sent out via UDP

Components

FeedHandler

Simulates live market data for AAPL, GOOGL, MSFT, AMZN.

OrderBook

Stores and sorts bids/asks with price-time priority.

MatchingEngine

Matches orders when best bid ≥ best ask and generates trades.

UDPMessenger

Broadcasts trades using UDP in CSV format.

TradingSystem

Coordinates everything, generates random orders, measures latency, prints summary.

Build & Run

mkdir build && cd build
cmake ..
make
./trading_system

Output Example

[FEED] AAPL @ 152.34 x 3421
[ORDER] Buy AAPL 320 @ 151.42 (Latency: 10.54 μs)
[TRADE] AAPL 100 @ 152.10 (E2E: 24.31 μs)

Latency stats + order book summary printed at end.