High-throughput UDP market feed ingestion with recvmmsg batching and SPSC handoff for minimal-copy processing L2 order book builder driving an in-process matching engine and OrderManager with basic pre-trade risk checks
docker docker-compose udp python3 cmakelists low-latency execution-engine metrics-gathering cpp20 market-data-handler fastapi order-manager equities-tech
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Updated
Mar 29, 2026 - C++