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trading-engine

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High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.

  • Updated Aug 30, 2025
  • C++

Blanc Quant LOB Engine is a deterministic C++20 market-data replay and benchmarking framework (CMake/Ninja) for repeatable, auditable low-latency research. It replays recorded feeds, verifies runs against FNV-based golden-state input digests, and surfaces p50/p95/p99 latency and throughput metrics through a gate-aware telemetry and CI pipeline.

  • Updated Dec 8, 2025
  • C++

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