A high-performance backend system in modern C++17 that detects real-time spot arbitrage opportunities across multiple cryptocurrency exchanges (Binance, OKX, Bybit). Built with Boost.Beast, multithreading, and SIMD-optimized processing.
- Ingest L2 orderbook data via WebSocket
- Process real-time bid/ask prices from each exchange
- Detect arbitrage within 10ms latency
- Stream opportunities via WebSocket & expose monitoring API
- Language: C++17
- Libraries: Boost.Beast, Boost.ASIO, nlohmann/json
- Concurrency:
std::thread,std::mutex,boost::lockfree::queue - Optimization: SIMD (
<immintrin.h>), custom memory handling
- C++17 compiler (tested on
g++ 13+) - OpenSSL
- Boost 1.76+
g++ -std=c++17 -o arbitrage_engine src/main.cpp -lssl -lcrypto -lws2_32 -lwsock32
./arbitrage_engine