Live Strategy Backtester
Event-driven trading engine on live order books / Jul 2025 – Apr 2026
C++20 · event-driven architecture
numbers
~500kevents / sec
< 150 µsp95 latency
architecture
- Built a decoupled event-driven trading engine using the Observer pattern and a custom EventBus.
market data
- Integrated simdjson and Boost.Beast for async SSL WebSocket parsing of live Binance order books.
performance
- Tuned with core pinning, cache warm-ups and -O3 -march=native to about 500k events/sec, keeping p95 latency under 150 µs.
testing
- Covered the pipeline with isolated unit and integration tests in GoogleTest.