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

Product type Paperback

Published in Jul 2023

Publisher Packt

ISBN-13 9781837639359

Length 506 pages

Edition 1st Edition

Languages

C++

Concepts

Programming Language

Author (1):

Sourav Ghosh

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Table of Contents (19) Chapters

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

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Technical requirements

All the book’s code can be found in the GitHub repository for this book at https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP. The source code for this chapter is in the Chapter12 directory in the repository.

Since this is the concluding chapter of this book and we will discuss tips for improving the performance of the full electronic trading ecosystem as well as future enhancements, we expect you to have gone through all the preceding chapters.

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

OS: Linux 5.19.0-41-generic #42~22.04.1-Ubuntu SMP PREEMPT_DYNAMIC Tue Apr 18 17:40:00 UTC 2 x86_64 x86_64 x86_64 GNU/Linux
GCC: g++ (Ubuntu 11.3.0-1ubuntu1~22.04.1) 11...