Book Image

Building Low Latency Applications with C++

By : Sourav Ghosh
5 (1)
Book Image

Building Low Latency Applications with C++

5 (1)
By: Sourav Ghosh

Overview of this book

C++ is meticulously designed with efficiency, performance, and flexibility as its core objectives. However, real-time low latency applications demand a distinct set of requirements, particularly in terms of performance latencies. With this book, you’ll gain insights into the performance requirements for low latency applications and the C++ features critical to achieving the required performance latencies. You’ll also solidify your understanding of the C++ principles and techniques as you build a low latency system in C++ from scratch. You’ll understand the similarities between such applications, recognize the impact of performance latencies on business, and grasp the reasons behind the extensive efforts invested in minimizing latencies. Using a step-by-step approach, you’ll embark on a low latency app development journey by building an entire electronic trading system, encompassing a matching engine, market data handlers, order gateways, and trading algorithms, all in C++. Additionally, you’ll get to grips with measuring and optimizing the performance of your trading system. By the end of this book, you’ll have a comprehensive understanding of how to design and build low latency applications in C++ from the ground up, while effectively minimizing performance latencies.
Table of Contents (19 chapters)
1
Part 1:Introducing C++ Concepts and Exploring Important Low-Latency Applications
6
Part 2:Building a Live Trading Exchange in C++
10
Part 3:Building Real-Time C++ Algorithmic Trading Systems
14
Part 4:Analyzing and Improving Performance

Exploring C++ Concepts from A Low-Latency Application’s Perspective

In this chapter, we assume that the reader has an intermediate level of understanding of C++ programming concepts, features, and so on. We will discuss how to approach low-latency application development in C++. We will move on to discussing what C++ features to avoid specifically when it comes to low-latency applications. We will then discuss the key C++ features that make it perfect for low-latency applications and how we will use them in the rest of the book. We will conclude by discussing how to maximize compiler optimizations and which C++ compiler flags are important for low-latency applications.

In this chapter, we will cover the following topics:

  • Approaching low-latency application development in C++
  • Avoiding pitfalls and leveraging C++ features to minimize application latency
  • Maximizing C++ compiler optimization parameters

Let us start by discussing the higher-level ideas when...