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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

Summary

In this chapter, we provided an introduction to low latency applications. First, we defined latency-sensitive and latency-critical applications and different measures of latency. We then discussed different metrics that are important in low latency applications and other considerations that define the requirements of low latency applications.

We spent a section of this chapter understanding why C++ is most frequently chosen for low latency applications across different businesses. Specifically, we discussed the features of the language itself and also the flexibility and low-level nature of the language, which makes C++ a perfect fit when it comes to low latency applications.

Finally, we looked at many different examples of low latency applications across different businesses and the similarities they share. The point of that discussion is that even though the business cases are different, these applications share a lot of common requirements and features. Again, here, C++ is a good fit for most (if not all) of these low latency applications in different business areas.

In the next chapter, we will discuss some of the most popular low latency applications in much greater detail. In this book, we will be using low latency electronic trading as a case study to understand and apply C++ low latency techniques. However, before we do that, we will explore other low latency applications such as real-time video streaming, real-time offline and online video gaming applications, and IoT applications as well.

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