A High-Performance, Low-Latency Limit Order Book (LOB) in C++
JetStream is a C++23 matching engine designed for high-throughput financial transactions. It implements a Price-Time Priority (FIFO) matching algorithm, ensuring that orders are executed fairly based on their price level and arrival sequence.
The primary goal of this project is to achieve sub-microsecond matching latency by utilising cache-friendly data structures and minimising dynamic memory allocation during the "hot path" of execution.