Building the C++ Building Blocks for Low Latency Applications
In the previous chapter, we had a detailed and highly technical discussion of how to approach developing low latency applications in C++. We also investigated the technical details of the C++ programming language as well as the GCC compiler. Now, we will move from a theoretical discussion to building some practical low latency C++ components ourselves.
We will build some relatively general components that can be used in a variety of different low latency applications, such as the ones we discussed in the previous chapters. As we build these basic building blocks in this chapter, we will learn about using C++ effectively to write highly performant C++ code. We will use these components in the rest of the book to demonstrate where these components fit into the electronic trading ecosystem that we will design and build.
In this chapter, we will cover the following topics:
- C++ threading for multi-threaded low latency...
