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C++ quantitative matching engine

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GridQuant: C++ Continuous Double Auction Engine

GridQuant is a high-performance matching engine engineered for decentralized Peer-to-Peer (P2P) energy microgrids. Built in C++, it bypasses traditional utility brokers to enable sub-second energy trading between residential solar prosumers and electric vehicles (EVs).

⚙️ Core Architecture

  • Algorithmic Matching: Utilizes C++ STL priority queues (evbids and solarask) to process limit orders with O(log N) time complexity.
  • Low-Latency Finality: Bypasses legacy networks to achieve transaction settlement finality within a 70–116 ms latency window.
  • Algorithmic Trust System: Features a credibility-scoring algorithm that monitors historical execution reliability to dynamically adjust settlement pricing.

📂 Testing Modules

  • Test_CoreMatchingEngine.cpp - Validates the primary double auction loop and mid-market price execution.
  • Test_CredibilityAlgorithm.cpp - Tests the historical contract tracking and node scoring mechanisms.
  • Test_LedgerAndBalances.cpp - Simulates token settlement and automated escrow functions.
  • Test_TelemetryLogic.cpp - Tests the conversion of raw virtual allocations into tradable surplus.

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