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Building Low Latency Applications with C++

You're reading from  Building Low Latency Applications with C++

Product type Book
Published in Jul 2023
Publisher Packt
ISBN-13 9781837639359
Pages 506 pages
Edition 1st Edition
Languages
Author (1):
Sourav Ghosh Sourav Ghosh
Profile icon Sourav Ghosh

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++ 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 18. Other Books You May Enjoy

Avoiding pitfalls and leveraging C++ features to minimize application latency

In this section, we will look at different C++ features that, if used correctly, can minimize application latency. We will also discuss the details of using these features in a manner that optimizes application performance throughout this sub-section. Now, let us start learning about how to use these features correctly to maximize application performance and avoid the pitfalls to minimize latency. Note that all the code snippets for this chapter are in the Chapter3 directory in the GitHub repository for this book.

Choosing storage

Local variables created within a function are stored on the stack by default and the stack memory is also used to store function return values. Assuming no large objects are created, the same range of stack storage space is reused a lot, resulting in great cache performance due to locality of reference.

Register variables are closest to the processor and are the fastest...

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