samridhirastogi/order-matching-engine

This is a C++ limit-order-matching engine. The executable creates a Book and sends order-command files through OrderPipeline, which dispatches market, limit, stop, and stop-limit operations to the book. The book maintains price levels and orders, with matching and AVL-tree balancing implemented in its core. Order generation can create sample command files; processing also writes timing and balance metrics, and the repository includes a visualization script. The visualization script’s data dependency is not established by the shown source, so that connection is omitted.