Benchmarking with C++
dendisuhubdy opened this issue · comments
Dear @petr-tik really cool implementation. You mentioned Ludwig's C++17 version of this matching engine, could I do a benchmark with it too.
I also write trading engines with C++, and I wonder if I can benchmark against you and Ludwig's implementations.
Found it here https://github.com/ludwigpacifici/order-book-pricer. Thank you!