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Policy-Based Order Router

Medium · template_metaprogramming · Quant Developer interview question · policy-based-design, static-polymorphism, template-metaprogramming, order-routing, crtp-adjacent, c++17

Policy-based design uses C++ templates to inject behavior at compile time, eliminating the runtime overhead of virtual dispatch. This technique, also known as static polymorphism, is critical in high-frequency trading (HFT) for creating specialized components like order routers. By parameterizing a core OrderRouter with different execution policies, systems can switch between aggressive and passive order logic with zero performance cost. Task Implement a policy-based OrderRouter using C++ templ