---
title: "Discussion on \"How I Built an HFT Matching Engine (And All The Things I Got Wrong)\" | Hashnode"
description: "Discussion on \"How I Built an HFT Matching Engine (And All The Things I Got Wrong)\". I'm a second-year CSE undergrad. A few months ago I decided to build a limit order book matching engine in C++ the kind that sits inside exchanges and matches buy/sell orders.\nHere's the honest story"
url: "https://hashnode.com/posts/how-i-built-an-hft-matching-engine-and-all-the-things-i-got-wrong/69dd3555217f5dfcbd3beecc"
---

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# [How I Built an HFT Matching Engine (And All The Things I Got Wrong)](https://sakshamarora.hashnode.dev/how-i-built-an-hft-matching-engine-and-all-the-things-i-got-wrong?utm_source=hashnode&utm_medium=feed)

I'm a second-year CSE undergrad. A few months ago I decided to build a limit order book matching engine in C++ the kind that sits inside exchanges and matches buy/sell orders. Here's the honest story

Apr 13 · 6 min read · sakshamarora.hashnode.dev  
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## Written by

[Saksham Arora](https://hashnode.com/@nerfsaksham)

@nerfsaksham · Delhi, India

  
[View profile](https://hashnode.com/@nerfsaksham)

Data scientist, quant researcher and AI engineer · IIT Madras · saksham.digital

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