Search icon CANCEL
Subscription
0
Cart icon
Your Cart (0 item)
Close icon
You have no products in your basket yet
Save more on your purchases now! discount-offer-chevron-icon
Savings automatically calculated. No voucher code required.
Arrow left icon
Explore Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Conferences
Free Learning
Arrow right icon
Arrow up icon
GO TO TOP
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++

Arrow left icon
Product type Paperback
Published in Jul 2023
Publisher Packt
ISBN-13 9781837639359
Length 506 pages
Edition 1st Edition
Languages
Arrow right icon
Author (1):
Arrow left icon
Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Arrow right icon
View More author details
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

Running the entire ecosystem with the new instrumentation system

Running the updated electronic trading ecosystem remains the same as before and is launched by running the following script:

sghosh@sghosh-ThinkPad-X1-Carbon-3rd:~/Building-Low-Latency-Applications-with-CPP/Chapter11$ bash scripts/run_exchange_and_clients.sh

Once the new ecosystem is done running, you can notice performance measurement log entries such as the following for the RDTSC measurements:

sghosh@sghosh-ThinkPad-X1-Carbon-3rd:~/Building-Low-Latency-Applications-with-CPP/Chapter11$ grep Exchange_MEOrderBook_match *.log
exchange_matching_engine.log:02:42:59.980424597 RDTSC Exchange_MEOrderBook_match 205247
exchange_matching_engine.log:02:43:00.022326352 RDTSC Exchange_MEOrderBook_match 216239

There are also entries such as the following for the RDTSC measurements:

sghosh@sghosh-ThinkPad-X1-Carbon-3rd:~/Building-Low-Latency-Applications-with-CPP/Chapter11$ grep Trading_MarketOrderBook_addOrder *.log...
lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at $19.99/month. Cancel anytime