VD44 / Matching-Engine

C++ and C# implementations of a financial product matching engine.

Matching-Engine

C++ and C# implementations of a financial product matching engine.

C++ Implementation

 $ mkdir build; cmake -S . -B build; cmake --build build --target Match
 $ ./build/Match
 Simulated 2000000 Trades in 1062ms

C# Implementation

 $ mcs Program.cs
 $ mono Program.exe
 Simulated 1000000 Trades in 1474ms