amrita143 / real-time-order-book-simulation-for-financial-markets-trading-orders Goto Github PK

Real-Time Order Book Simulation for Financial Markets

Developed a simulation system to efficiently manage and process trading orders from an XML feed, mimicking the dynamics of financial markets. The project emphasized real-time data handling, algorithmic order matching, and performance optimization—key components in trading platforms. Implemented relevant data structures like heap for order management, ensuring fast execution times. This work demonstrates practical application of algorithm development and data processing, underscoring skills in creating scalable, high-performance solutions critical in quantitative finance environments.

For detailed description of the project , See the Orderbook Exercise PDF