Chapter 8: C++ – The Quest for Microsecond Latency

In this chapter, we discuss some features and constructs available in C++. One disclaimer before we start is that covering a lot/most of what modern C++ (C++ 11/14/17) offers is beyond the scope of a single chapter (and often a single book), so we will focus on a few aspects that are important to developing, maintaining, and improving multi-threaded and ultra-low runtime latency HFT applications. Before starting to dig into this chapter, we recommend you to be fluent in C++. We recommend a couple of books to serve this purpose such as Programming: Principles and Practice Using C++ written by Bjarne Stroustrup.

We will start out by looking into modern C++ memory models, which specify how shared memory interactions work in a multi-threaded environment, then look at static analysis, which is an important aspect of application development, testing, and maintenance. Then we will dive into how to optimize applications for runtime...