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Building Low Latency Applications with C++
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Building Low Latency Applications with C++
By:
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)
Preface
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Part 1:Introducing C++ Concepts and Exploring Important Low-Latency Applications
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Chapter 1: Introducing Low Latency Application Development in C++
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Chapter 2: Designing Some Common Low Latency Applications in C++
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Chapter 3: Exploring C++ Concepts from A Low-Latency Application’s Perspective
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Chapter 4: Building the C++ Building Blocks for Low Latency Applications
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Part 2:Building a Live Trading Exchange in C++
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Chapter 5: Designing Our Trading Ecosystem
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Chapter 6: Building the C++ Matching Engine
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Chapter 7: Communicating with Market Participants
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Part 3:Building Real-Time C++ Algorithmic Trading Systems
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Chapter 8: Processing Market Data and Sending Orders to the Exchange in C++
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Chapter 9: Building the C++ Trading Algorithm’s Building Blocks
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Chapter 10: Building the C++ Market Making and Liquidity Taking Algorithms
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Part 4:Analyzing and Improving Performance
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Chapter 11: Adding Instrumentation and Measuring Performance
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Chapter 12: Analyzing and Optimizing the Performance of Our C++ System
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Index
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