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 code for this book can be found in the book’s GitHub repository at https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP. The source for this chapter is in the Chapter11 directory in the repository.

This chapter relies on a lot of the previous chapters since we will be measuring the performance of all the different components and subcomponents in the electronic trading ecosystem. So, we expect you to be familiar with the code base we have built so far, specifically, the Building the C++ Matching Engine, Communicating with Market Participants, Processing Market Data and Sending Orders to the Exchange in C++, Building the C++ Trading Algorithm Building Blocks, and finally, Building the C++ Market Making and Liquidity Taking Algorithms chapters.

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