Technical requirements

All the code for this book can be found in the GitHub repository for this book at https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP. The source for this chapter is in the Chapter 8 directory in the repository.

You must read and understand the design of the electronic trading ecosystem presented in the chapter Designing Our Trading Ecosystem. The components we build in this chapter will interact with the electronic trading exchange application we built in the chapter Communicating With Market Participants, so we assume you are familiar with that. The limit order book we will build in the client application’s trade engine component is almost identical to the order book we built inside the matching engine in the chapter Building the C++ Matching Engine within the Building the order book and matching orders section. So, we assume the reader is very familiar with that chapter and the code we discussed there as we will make references...