-
Book Overview & Buying
-
Table Of Contents
-
Feedback & Rating

Building Low Latency Applications with C++
By :

Here, we will declare and define the types, constants, and structures we will need as we build the matching engine in this chapter.
Let us define a few common typedefs to document the types we will use in the rest of this book. We will also define some constants to represent some assumptions that exist, purely for the purpose of simplifying the design of our matching engine. Note that you don’t need these limits/constants, and we leave this enhancement up to the interested among you. All the code for this subsection can be found in the Chapter6/common/types.h
file in the GitHub repository for this book.
We will define some types to hold different attributes in our electronic trading system, such as the following:
OrderId
to identify ordersTickerId
to identify trading instrumentsClientId
for the exchange to identify different...