Vault 02 / 2025
Limit Order Book Engine
A compact matching engine centered on deterministic sequencing, cache-aware data structures, and replayable correctness.
Built
Core engine implementation, replay tooling, benchmark harness design, and code structure for a maintainable performance-sensitive system.
Low-latency software is easy to romanticize and hard to build well. This project matters because it demonstrates discipline around determinism, hot-path simplicity, and observability in a domain where vague correctness is not acceptable.
Start here for the most complete walkthrough in this vault.
Strongest proof
Trace planned
Internal case file is live; public repo is not linked yet.