This project serves a dual purpose:
- It is a practical platform for learning the intricacies of High-Frequency Trading systems. It is a high-performance, low-latency trading system ecosystem designed for high-frequency trading (HFT) applications. Consuming historical UPD ITCH messages and processing them into an order book
- An exercise to improve and master C++ development skills. This project The design aligns to core C++ Software principles and IDIOMs such as 'SOLID', 'DRY', 'Coupling & Cohesion' principles and the RAII IDIOM.