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Building Low Latency Applications with C++

You're reading from   Building Low Latency Applications with C++ Develop a complete low latency trading ecosystem from scratch using modern C++

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Product type Paperback
Published in Jul 2023
Publisher Packt
ISBN-13 9781837639359
Length 506 pages
Edition 1st Edition
Languages
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Author (1):
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Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
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Toc

Table of Contents (19) Chapters Close

Preface 1. Part 1:Introducing C++ Concepts and Exploring Important Low-Latency Applications
2. Chapter 1: Introducing Low Latency Application Development in C++ FREE CHAPTER 3. Chapter 2: Designing Some Common Low Latency Applications in C++ 4. Chapter 3: Exploring C++ Concepts from A Low-Latency Application’s Perspective 5. Chapter 4: Building the C++ Building Blocks for Low Latency Applications 6. Part 2:Building a Live Trading Exchange in C++
7. Chapter 5: Designing Our Trading Ecosystem 8. Chapter 6: Building the C++ Matching Engine 9. Chapter 7: Communicating with Market Participants 10. Part 3:Building Real-Time C++ Algorithmic Trading Systems
11. Chapter 8: Processing Market Data and Sending Orders to the Exchange in C++ 12. Chapter 9: Building the C++ Trading Algorithm’s Building Blocks 13. Chapter 10: Building the C++ Market Making and Liquidity Taking Algorithms 14. Part 4:Analyzing and Improving Performance
15. Chapter 11: Adding Instrumentation and Measuring Performance 16. Chapter 12: Analyzing and Optimizing the Performance of Our C++ System 17. Index 18. Other Books You May Enjoy

Running the entire ecosystem with the new instrumentation system

Running the updated electronic trading ecosystem remains the same as before and is launched by running the following script:

sghosh@sghosh-ThinkPad-X1-Carbon-3rd:~/Building-Low-Latency-Applications-with-CPP/Chapter11$ bash scripts/run_exchange_and_clients.sh

Once the new ecosystem is done running, you can notice performance measurement log entries such as the following for the RDTSC measurements:

sghosh@sghosh-ThinkPad-X1-Carbon-3rd:~/Building-Low-Latency-Applications-with-CPP/Chapter11$ grep Exchange_MEOrderBook_match *.log
exchange_matching_engine.log:02:42:59.980424597 RDTSC Exchange_MEOrderBook_match 205247
exchange_matching_engine.log:02:43:00.022326352 RDTSC Exchange_MEOrderBook_match 216239

There are also entries such as the following for the RDTSC measurements:

sghosh@sghosh-ThinkPad-X1-Carbon-3rd:~/Building-Low-Latency-Applications-with-CPP/Chapter11$ grep Trading_MarketOrderBook_addOrder *.log...
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