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