Looking for ideas for the next version of my low-latency C++ project



**Planning the next version of my low-latency C++ project**

A few weeks ago I shared my C++20 low-latency trading project, **Pulse-Order**, GitHub: [https://github.com/Shivfun99/Pulse-Order](https://github.com/Shivfun99/Pulse-Order) and I was genuinely surprised by the response. Thanks to everyone who took the time to review the project, challenge my design decisions, and explain trade-offs from real low-latency systems. Those discussions helped me identify several areas where the project can be improved.

**Original post:**
[https://www.reddit.com/r/quantindia/s/u45s60B33Q](https://www.reddit.com/r/quantindia/s/u45s60B33Q)

[https://www.reddit.com/r/quant/s/IHKVkv0UGv](https://www.reddit.com/r/quant/s/IHKVkv0UGv)

The current version includes:

* Binary market data parsing
* L2 OB
* Risk checks
* DPDK packet processing
* Application-side latency benchmarking

I'm now starting work on the next version.

Some areas I'm considering are:

* Lock-free multi-core architecture
* Multi-symbol order books
* Real market data replay
* Hardware timestamping
* AF\_XDP vs DPDK
* Exchange gateway simulation
* Order lifecycle (new/modify/cancel/fills)
* Tail-latency analysis under burst traffic

For those who have worked on low-latency systems or exchange infrastructure, **which of these would you tackle first? Is there an important systems component that you think should be added before anything else?**

I'm mainly interested in improving the systems engineering aspects rather than the trading strategy itself.

https://redd.it/1v11g3n
@r_cpp