ToyQuant Documentation

This documentation is organized into three layers:

1. Getting Started: how to build, run, and test the project.
2. Architecture: what each module does and why the C++ design is structured this way.
3. Data and experiments: how to use synthetic market conditions to study behavior and compare strategies.

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Documentation Navigation

• User Guide
  Build instructions, CLI usage, scenarios, experiments, runtime artifacts, and troubleshooting.

• Architecture
  A module-by-module explanation of the data flow, matching logic, and the purpose of each C++ component.

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What This Project Covers

• C++20 trading loop for feed, order-book update, strategy decision, and matching.
• CSV and UDP market feeds for reproduction and simulation.
• Order-book state and matching rules with price-time priority and partial fills.
• Market-making strategies such as naive and optimized.
• Backtest-oriented reporting covering execution summaries, equity, drawdown, and inventory exposure.
• CTest-based validation for the behaviors that matter most to this project.

This project is intentionally educational and does not aim to reproduce a production exchange stack or a production-grade low-latency HFT system.