A low-latency order matching system is a core component of an exchange or trading platform, designed to handle and match buy and sell orders with minimal delay. In high-frequency trading (HFT), speed is critical because even microsecond delays can impact profitability. Here's a breakdown of how to design and implement such a system, with a focus on latency minimization and efficiency.
Command For Running:
Terminal 1:
make
make run
Terminal 2:
python udp_client.py