order-book-matching-engine

A C++ based order book matching engine simulating buy and sell order execution using OOP and priority queues

Order Book Matching Engine (C++)

This project simulates how a stock exchange matches buy and sell orders.

Features

• Matches buy and sell orders based on best price
• Supports partial order execution
• Maintains separate order books for buy and sell sides
• Displays best buy and sell prices

Concepts Used

• Object-Oriented Programming (OOP)
• Priority Queues (Heaps)
• Basic system design

How it works

• Buy orders are stored in a max heap (highest price first)
• Sell orders are stored in a min heap (lowest price first)
• Orders are matched when buy price >= sell price

Sample Input

BUY 100 10
SELL 95 5

Output

Trade executed: 5 at price 95

Tech Stack

• C++
• STL (priority_queue, vector)