Building Low Latency Applications with C++: Develop a complete low latency trading ecosystem from scratch using modern C++

English | 2023 | ISBN: 978-1837639359 | 506 Pages | PDF, EPUB | 20 MB

Explore techniques to design and implement low latency applications and study the impact of latency reduction

Key Features

• Understand the impact application performance latencies have on different business use cases
• Develop a deep understanding of C++ features for low latency applications through real-world examples and performance data
• Learn how to build all the components of a C++ electronic trading system from scratch

C++ is meticulously designed with efficiency, performance, and flexibility as its core objectives. However, real-time low latency applications demand a distinct set of requirements, particularly in terms of performance latencies.

With this book, you’ll gain insights into the performance requirements for low latency applications and the C++ features critical to achieving the required performance latencies. You’ll also solidify your understanding of the C++ principles and techniques as you build a low latency system in C++ from scratch.

You’ll understand the similarities between such applications, recognize the impact of performance latencies on business, and grasp the reasons behind the extensive efforts invested in minimizing latencies. Using a step-by-step approach, you’ll embark on a low latency app development journey by building an entire electronic trading system, encompassing a matching engine, market data handlers, order gateways, and trading algorithms, all in C++. Additionally, you’ll get to grips with measuring and optimizing the performance of your trading system.

By the end of this book, you’ll have a comprehensive understanding of how to design and build low latency applications in C++ from the ground up, while effectively minimizing performance latencies.

What you will learn

• Gain insights into the nature of low latency applications across various industries
• Understand how to design and implement low latency applications
• Explore C++ design paradigms and features for low latency development
• Discover which C++ features are best avoided in low latency development
• Implement best practices and C++ features for low latency
• Measure performance and improve latencies in the trading system