Technical requirements

All the code for this book can be found in its GitHub repository at https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP. The source for this chapter is in the Chapter10 directory in the repository.

It is important that you have read and understood the design of the electronic trading ecosystem presented in the Designing Our Trading Ecosystem chapter, especially the Designing a framework for low latency C++ trading algorithms section. It is also expected that you are quite familiar with the previous two chapters – Processing Market Data and Sending Orders to the Exchange in C++ and Building the C++ Trading Algorithm Building Blocks, since we will be using every single component that we built in those two chapters in this chapter.

The specifications of the environment in which the source code for this book was developed are shown here. We present the details of this environment since all the C++ code presented in this book...