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Quick Google search yields this result, might be better than reinventing the wheel depending on your use case https://github.com/StockSharp/StockSharp
Yes it's one of the reasons why asp.net core is so fast compared to other managed languages even some c++/rust frameworks.
Lmao some people take NodeJS as a tcp socket server and it works. But OP here is concerned if he/she is going to get and performance issues. So a couple of things first. My thoughts are that whatever you do, by the end of the day your code is going to be executed in a virtual machine written mostly in C++. Another part is if you're making the client or the server. In the case of the server asp.net core holds solid loads by any benchmark(not the best but most of the time in the top 10-15), and now that Microsoft is releasing .Net 6 this year they're also going to give us AOT compilation, which can turn C# into C++ but with less garbage collected over the years. As for the client it heavily depends on the data you're subscribing to, the latency, your PC capabilities etc.
https://github.com/RevenantX/LiteNetLib does very high performance UDP. You probably cant use it directly, but it should illustrate how to do high performance and no GC socket work.