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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

Technical requirements

All the code for this book can be found in this book’s GitHub repository at https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP. The source for this chapter is in the Chapter9 directory in this repository.

You must have read and understood the design of the electronic trading ecosystem that was presented in Chapter, Designing Our Trading Ecosystem, especially the Designing a framework for low-latency C++ trading algorithms section. As before, we will use the building blocks we built in Chapter, Building the C++ Building Blocks for Low-Latency Applications.

The specifications of the environment in which the source code for this book was developed are shown here. We have provided the details of this environment since all the C++ code presented in this book is not necessarily portable and might require some minor changes for it to work in your environment:

  • OS: Linux 5.19.0-41-generic #42~22.04.1-Ubuntu SMP PREEMPT_DYNAMIC...
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