Thinking about the future of our trading ecosystem

Before we conclude this chapter and this book, we will discuss a few possible enhancements to our electronic trading ecosystem. In the previous section, we discussed some examples of things that can be optimized for those interested in maximizing the performance of the electronic trading system we built in this book. In this section, we will discuss some examples of how this ecosystem can be enhanced, not necessarily to reduce latency but to make the system more feature-rich and add functionality.

Growing containers dynamically

We built and used a few containers in this book, as listed here:

• The lock-free queue – LFQueue – which is used in multiple components for various object types, such as MEMarketUpdate, MDPMarketUpdate, MEClientRequest, and MEClientResponse
• The memory pool – MemPool – which was used for multiple object types, such as instances of MEMarketUpdate, MEOrder, MEOrdersAtPrice...