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

Approaching low-latency application development in C++

In this section, we will discuss the higher-level ideas to keep in mind when trying to build low-latency applications in C++. Overall, the ideas are to understand the architecture that your application runs on, your application use cases that are latency-sensitive, the programming language of your choice (C++ in this case), how to work with the development tools (the compiler, linker, etc.) and how to measure application performance in practice to understand which parts of the application to optimize first.

Coding for correctness first, optimizing second

For low-latency applications, correct behavior of the application under different use cases and scenarios and robust handling of edge conditions is still the primary focus. A fast application that does not do what we need is useless, so the best approach when it comes to developing a low-latency application is to first code for correctness, not speed. Once the application...