QuickBook

Description

QuickBook is a high-performance, multi-threaded C++ order book implementation. The benchmark.cpp executable runs simulated order placement to measure performance metrics such as throughput and latency across multiple threads. The benchmark outputs results as CSV files for analysis and plotting.

Dependencies

This project uses the following third-party libraries:

• Crow – C++ microframework (header-only)
• Asio – Asynchronous I/O library for networking
• nlohmann/json – Header-only JSON library

These can be downloaded from their official repositories or installed via package managers like vcpkg or conan. You can place headers in a third_party/ folder.

Folder Structure

QuickBook/
├── CMakeLists.txt
├── README.md
├── include/                # Header files for QuickBook library
│   ├── Order.h
│   ├── OrderBook.h
│   └── Trade.h
├── src/                    # Source files
│   ├── OrderBook.cpp
│   ├── benchmark.cpp       # Benchmarking executable
│   └── main.cpp
├── python/                 # Python scripts for plotting benchmark results
│   ├── plot_benchmarks.py
│   └── requirements.txt
├── results/                # CSV outputs from benchmark runs
│   └── benchmark_results.csv
└── plots/                  # Generated plots (PNG) from Python scripts
    ├── latency_vs_threads.png
    └── throughput_vs_threads.png