nano_match · C++ compiled to WebAssembly
Orders on this page go through OrderBook::limit and OrderBook::cancel from src/order_book.cpp, asserts and all. The book never allocates after it is built: a full book rejects, it does not grow.
Click a price to fill it into the order ticket. Hover a level to see its queue.
| id | side | price | left |
|---|
none
| taker | price | qty | maker |
|---|
The two phases from src/main.cpp: random limit orders into a cold book, then the identical load into a book already holding its full population. Requests are generated outside the timed loop. Native numbers are in the README; WebAssembly has no -march=native, and the prefetch hint compiles to nothing, so both lookahead settings should measure about the same here.
| lookahead | phase 1, cold book | phase 2, at the limit | cost of a full book |
|---|