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Real-Time Trading Engine

A high-performance C++ Trading Engine with Order Matching, Market Depth Visualization, FIFO Execution Logic, Trade History Tracking, and Real-Time Dashboard built using Qt.


Features

Core Trading Engine

  • Limit Buy Orders
  • Limit Sell Orders
  • Market Buy Orders
  • Market Sell Orders
  • FIFO Price-Time Priority Matching
  • Partial Fill Handling
  • Order Book Management
  • Trade Execution History
  • Best Bid / Best Ask Calculation
  • Spread Calculation
  • Position Tracking
  • Average Price Tracking
  • PnL Tracking

Dashboard Features

  • Real-Time Order Book
  • Buy Orders Panel
  • Sell Orders Panel
  • Market Depth View
  • Trade History View
  • Engine Logs
  • Execution Latency Display

Architecture

User Interface (Qt)
        |
        v
Order Entry Layer
        |
        v
Matching Engine
        |
        v
Order Book
        |
        v
Trade Execution

Technologies Used

  • C++
  • STL
  • Qt Framework
  • CMake
  • Git
  • GitHub

Screenshots

Dashboard

Dashboard


FIFO Order Matching

FIFO Matching


Market Depth

Market Depth


Market Order Execution

Market Order


Project Structure

src/
│
├── engine/
│   ├── MatchingEngine.h
│   ├── OrderBook.h
│   ├── Trade.h
│   └── Comparators.h
│
├── models/
│   └── Order.h
│
└── main.cpp

Build Instructions

mkdir build
cd build

cmake ..
cmake --build .

./app

Future Enhancements

  • Socket-Based Market Data Feed
  • Multi-Client Trading Simulation
  • Portfolio Management
  • Risk Management Module
  • Persistent Database Storage
  • REST API Integration

Author

Kunal Thakare

C++ Developer | Trading Systems Enthusiast

About

Real-Time Multithreaded Trading Engine with FIFO Matching, Market Depth and Qt GUI.

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