HFT Engine Architecture
O(1) Direct-Access Cancel & Lookup Shortcut
Stop Trigger
Cancel Node
Pause
Reset
1. Price Index (AVL Tree)
2. FIFO Queue (Doubly Linked)
3. Direct Map (Hash)
Limit pointer to FIFO Queue
LIMIT $100
LIMIT $99
LIMIT $101
ORD #101
HEAD
ORD #102
MID (TARGET)
ORD #103
TAIL
MAP ID: 101
MAP ID: 102
MAP ID: 103
O(1) DIRECT POINTER
EXPANDS TO FIFO
1. Map Lookup
2. Direct Jump
3. Unlink Node
4. Tree Stable