📈 C++ Order Book Simulator

A real-time order matching engine implemented in C++, simulating various order types commonly used in trading systems. This project demonstrates data structure design, execution logic, and unit testing for realistic order flow behavior — inspired by electronic trading infrastructure.

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💡 Features

• Implements major order types:
  • Good Till Cancel (GTC)
  • Fill And Kill (FAK)
  • Fill Or Kill (FOK)
  • Good For Day (GFD)
  • Market Orders
• Tracks bid/ask spread and handles partial fills
• Uses std::map for O(log N) insertions and lookups
• Unit-tested using Google Test Framework

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🧠 Concepts Demonstrated

• Matching engine logic and trade execution
• Efficient order book using std::map
• Handling edge cases (partial fills, price improvement, empty books)
• C++ testing and validation of execution paths
• Principles inspired by options trading simulations

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🚀 Build & Run

Requires C++17 and Google Test.

g++ -std=c++17 -Iinclude -lgtest -lgtest_main -pthread src/*.cpp tests/*.cpp -o orderbook_test
./orderbook_test