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From-scratch limit order book + matching engine in Rust. ~100 ns book ops replaying 104M operations from real NASDAQ ITCH 5.0 data; 143-fill sweeps in 2 µs. Binary OUCH order entry, 10 µs order-to-ack.
BIVA OrderRouting OUCH OMS Methods Unicast SoupBinTCP Useful for the new Mexican Stock Exchange BIVA (Bolsa Institucional de Valores) that uses X-Stream (NASDAQ)
Building a Nasdaq exchange driver in Java — from a QuickFIX/J session to a zero-allocation OUCH/ITCH pipeline. Nine parts, each with running code and measured numbers.