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

Summary

In this chapter, first, we discussed general advice that applies to developing low-latency applications in any programming language. We discussed the ideal software engineering approach when it comes to these applications and how to think about, design, develop, and evaluate building blocks such as the data structures and algorithms to use.

We emphasized that when it comes to low-latency application development specifically, the depth of knowledge on topics such as processor architecture, cache and memory layout and access, how the C++ programming language works under the hood, and how the compiler works to optimize your code will dictate your success. Measuring and improving performance is also a critical component for low-latency applications but we will dive into those details at the end of this book.

We spent a lot of time discussing different C++ principles, constructs, and features with the objective of understanding how they are implemented at a lower level. The...