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 a low latency logging framework

Now, we will build a low latency logging framework using some of the components we just built in the previous sections. Logging is an important part of any application, whether it is logging general application behavior, warnings, errors, or even performance statistics. However, a lot of important logging output is actually from performance-critical components that are on a critical path.

A naïve logging approach would be to output to the screen, while a slightly better approach would be for logs to be saved to one or more log files. However, here we have a few problems – disk I/O is extremely slow and unpredictable, and string operations and formatting themselves are slow. For these reasons, performing these operations on a performance-critical thread is a terrible idea, so we will build a solution in this section to alleviate the downsides while preserving the ability to output logs as needed.

Before we jump into the logger...