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Building Low Latency Applications with C++

Building Low Latency Applications with C++

By : Sourav Ghosh
4.2 (15)
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Building Low Latency Applications with C++

Building Low Latency Applications with C++

4.2 (15)
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)
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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

Technical requirements

All the book’s code can be found in the GitHub repository for this book at https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP. The source code for this chapter is in the Chapter12 directory in the repository.

Since this is the concluding chapter of this book and we will discuss tips for improving the performance of the full electronic trading ecosystem as well as future enhancements, we expect you to have gone through all the preceding chapters.

The specifications of the environment in which the source code for this book was developed are listed as follows. We have presented the details of this environment since all the C++ code presented in this book is not necessarily portable and might require some minor changes to work in your environment:

  • OS: Linux 5.19.0-41-generic #42~22.04.1-Ubuntu SMP PREEMPT_DYNAMIC Tue Apr 18 17:40:00 UTC 2 x86_64 x86_64 x86_64 GNU/Linux
  • GCC: g++ (Ubuntu 11.3.0-1ubuntu1~22.04.1) 11...

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