Limit Order Book / matching engine

A C++20 price-time-priority matching engine compiled to WebAssembly. Switch between synthetic order flow and a recorded NASDAQ ITCH replay; both run entirely in your browser.

Two sources, one engine. Synthetic generates a stream of orders (resting quotes on both sides, plus aggressive orders that cross the spread) and matches them live. Real · AAPL replays a recorded slice of NASDAQ TotalView-ITCH, rebuilding Apple's actual book from that session. Both run entirely in WebAssembly and update every frame:

Best bid
Best ask
Spread
Resting orders
Orders matched
Throughput
PriceSizeDepth
mid
PriceSizeDepth