matching-engine

C++ matching engine for exploring lock-free data structures, cache optimization, and multithreading patterns

Build

Requirements:

• GCC 11+, CMake 3.28+
• Google Benchmark v1.9.5 (fetched automatically via FetchContent)

Build all:

cmake -B build -DCMAKE_BUILD_TYPE=Release
cmake --build build

Build asan:

cmake -B build_asan -DCMAKE_BUILD_TYPE=Debug
cmake --build build_asan --target bench_asan

Run

Run tests:

cd build && ctest

Run benchmarks:

sudo cpupower frequency-set -g performance
taskset -c 0 ./build/bench

Run asan benchmarks:

sudo cpupower frequency-set -g performance
taskset -c 0 ./build_asan/bench_asan

Performance

Setup

• CPU: Intel Core i5, 4 cores, 8 threads, 4GHz
• L1/L2/L3: 32KB / 256KB / 8MB
• Compiler: GCC 13, -O3 -march=native
• Benchmark: Google Benchmark v1.9.5

Baseline (std::map + std::deque)

Benchmark	Time
Add	71 ns
Cancel	60 ns
Match	111 ns
MixedWorkload*	139507 ns

*MixedWorkload had anomalous results in due to O(n) scan in cancel() - more details in BENCHMARKS.md

Current Results (std::map + std::list)

Benchmark	Time
Add	99 ns
Cancel	62 ns
Match	149 ns
MixedWorkload	84 ns

More info in BENCHMARKS.md