This is a lovely personal project, but calling it “Industry-grade” is downright silly… it’s roughly the exchange most people write at a trading hackathon, extended a bit
Besides JaneStreet videos, what other readings have you found useful in helping you implement the engine?
Interesting but i would be more excited if it was in Rust or OCaml instead of C++.
Thanks for posting though. Sorry, didn't mean to come across as negative.