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I have off and on used or referred to the code in this library: https://www.quantlib.org/. Its FOSS (free and open source) and was written in C++ with bindings in many other languages.
IBKR and Rithmic have c++ API's, I've used both extensively and currently use Rithmic with C++ now.
It's really the only option if you're trading in the sub millisecond range (200-500 micros round trip).
I don't trade in that space, but I still prefer C++ because it's less forgiving. It forces you to fully understand, plan and prepare every aspect of your system like no other. Also, I don't have to install .net or Python on my VPS.
I still prototype in Python because it is a thousand times easier and the speed is usually good enough. But final product is in C++, you might not even get past the compiler with buggy code in C++, I like that final test.
