C++/Python hybrid limit order book simulator modeling order-flow dynamics, inventory risk, and bid-ask slippage across 100k+ simulated events. Optimized via zero-copy memory transfers to feed high-dimensional structural data directly into downstream numerical pipelines.
cmake docker-compose zero-copy python3 low-latency lock-free hft quantitative-finance object-pool limit-order-book backtesting-engine simulation-engine quantitative-analysis market-microstructure cpp20 memory-arena finance-engineering algorithmic-trading-quantitative numa-optimization hft-orderbook-sim
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Updated
Oct 6, 2026 - C++