Real-time Crypto Market Data Handler Library

Purpose:

• Real-time market data processing library from Exchanges (Binance, Bitfinex, etc.)
• Order book state management
• Market statistics calculation
• Data distribution for trading strategies

Tech Stack:

• C++20
• Boost.Beast/ASIO (WebSocket)
• nlohmann/json
• spdlog
• CMake
• Google Test
• Google Benchmark

Core Features:

1. Market Data Collection

• WebSocket connection management
• Multi-symbol support
• Order book updates
• Trade data processing

2. Data Processing

• Real-time order book maintenance
• Price/volume analytics
• Market depth tracking
• Event-driven architecture

3. Performance Metrics

• < 100μs processing latency
• 10K+ messages/second
• Memory-efficient design
• Low CPU usage
• Scalable architecture
• High availability