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Using event sourcing, replay, snapshots, and immutable logs to make a Python matching engine deterministic, auditable, and recoverable.
Managing balances, reserved funds, trade settlement, and maker-taker fees inside a deterministic Python exchange engine.
Exploring how a Python matching engine processes orders, sweeps the order book, handles fills, and turns user commands into authoritative events.
Exploring how a Python matching engine organizes bids, asks, price levels, FIFO queues, and cancellations using price-time priority.
Designing the foundational types behind a deterministic Python matching engine, including ticks, lots, assets, instruments, and market sides.