Exchange
A stock exchange that runs in your browser
A working stock exchange, options pricer and risk lab with a C++ engine compiled to WebAssembly.
- Role
- Solo project
- Category
- Trading Systems
- Status
- Complete
- Stack
- C++20, WebAssembly, Next.js, React, TypeScript, Web Workers, WebSockets
(01) What it is
The project
I wanted to understand how an exchange actually works, so I built one. The core is a C++20 matching engine with price time priority, plus a small quant library. Both compile to WebAssembly and run in Web Workers behind a React frontend, so the whole thing runs in the browser with no server.
You can trade against simulated market makers, price options, play with volatility surfaces, stress test a portfolio and backtest strategies. There's also a live mode that streams real Bitcoin, Ether and Solana order books from Coinbase and Kraken and lets you paper trade against them.
(02) Details
How it works
- 01Supports limit, market, IOC, FOK, post only and stop orders, plus self trade prevention
- 02Sessions are event sourced, and replaying the log gives the same 64 bit state hash in both the native and WebAssembly builds
- 03Options pricing with Black Scholes, Greeks, implied volatility, binomial trees and Monte Carlo
- 04Live order books come in over WebSockets and get parsed off the main thread
- 0577 GoogleTest cases (also run under AddressSanitizer and UBSan), 55 Vitest tests and 34 Playwright tests
(03) Screenshots
