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A high-performance, lock-free limit order book matching engine written in Rust. Price-time priority matching, IOC/FOK/GTC/post-only order types, self-trade prevention, and sub-microsecond fill latency via a single-threaded event-loop design.
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A high-performance, lock-free limit order book matching engine written in Rust. Price-time priority matching, IOC/FOK/GTC/post-only order types, self-trade prevention, and sub-microsecond fill latency via a single-threaded event-loop design.