Our trading system is purely in C++. This particular subsystem was a replacement for a previous version, which was a kill switch and had led to opportunity cos

Our trading system is purely in C++. This particular subsystem was a replacement for a previous version, which was a kill switch and had led to opportunity costs. We spent a lot of time designing, implementing, and testing it, but haven't felt the need to touch it since then. It's sufficiently general that it doesn't need to be adapted as our strategies change, and it doesn't need to adapt to changing market conditions (as, e.g., a trading strategy does).