Kautenja/limit-order-book ? reverse-engineered prompt

Reverse engineered prompt

Build me a small library for a limit order book that uses price time priority and can process market data messages correctly.

I want it to work in C++ first, with a simple C API too, and a Python version that people can install and use easily. It should be able to accept orders, match them in the right order, and keep the book state accurate as trades happen. Please include a clean public interface, examples of how to use it from C++, C, and Python, and make sure the code is easy to drop into another project.

Also add tests for the main matching behavior, plus a basic benchmark so I can see how it performs. If anything needs current setup details from the latest docs or tooling, look them up online before wiring it up.

Are you gonna build this?

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