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

Building the C++ Building Blocks for Low Latency Applications

In the previous chapter, we had a detailed and highly technical discussion of how to approach developing low latency applications in C++. We also investigated the technical details of the C++ programming language as well as the GCC compiler. Now, we will move from a theoretical discussion to building some practical low latency C++ components ourselves.

We will build some relatively general components that can be used in a variety of different low latency applications, such as the ones we discussed in the previous chapters. As we build these basic building blocks in this chapter, we will learn about using C++ effectively to write highly performant C++ code. We will use these components in the rest of the book to demonstrate where these components fit into the electronic trading ecosystem that we will design and build.

In this chapter, we will cover the following topics:

  • C++ threading for multi-threaded low latency...