order-book-engine

Problem

You don't really understand how markets work until you've built the plumbing that runs underneath them.

What I built

A model of a stock exchange that handles different order types using the same logic real exchanges do.

Outcome

Handles about 200,000 orders per second on a single thread while keeping the right matching behavior.

What I learned

• Clean matching logic and careful data-structure choices.
• A useful reference for both quant interviews and systems conversations.