Designing Some Common Low Latency Applications in C++

In this chapter, we will look at some applications in different fields from video streaming, online gaming, real-time data analysis, and electronic trading. We will understand their behavior, and what features need to be executed in real time under extremely low-latency considerations. We will introduce the electronic trading ecosystem, since we will use that as a case study in the rest of the book, and build a system from scratch in C++, with a focus on understanding and using low latency ideas.

In this chapter, we will cover the following topics:

• Understanding low latency performance in live video streaming applications
• Understanding which low latency constraints matter in gaming applications
• Discussing the design of Internet-of-Things (IoT) and retail analytics systems
• Exploring low latency electronic trading

This chapter’s goal is to dig into some of the technical aspects of low latency applications...