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

Product typeBook
Published inJul 2023
PublisherPackt
ISBN-139781837639359
Edition1st Edition
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Sourav Ghosh
Sourav Ghosh
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Sourav Ghosh

Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in São Paulo, Brazil. He holds a master's in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.
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C++ network programming using sockets

In this final section, we will build the last of our basic building blocks – a framework to handle network programming using Unix sockets. We will use this framework to build a server that listens for incoming TCP connections and a client that is capable of establishing a TCP connection to such a server. We will also use this framework to publish UDP traffic and consume from a stream of multicast traffic. Note that to limit the scope of this discussion, we will only discuss Unix sockets without any kernel bypass capabilities. Using kernel bypass and leveraging the kernel bypass API provided by the Network Interface Cards (NICs) that support it is outside the scope of this book. Note also that we expect you to have some basic knowledge or experience with network sockets and, ideally, programming network sockets in C++.

Building a basic socket API

Our goal here is to create a mechanism to create a network socket and initialize it with...

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Building Low Latency Applications with C++
Published in: Jul 2023Publisher: PacktISBN-13: 9781837639359

Author (1)

author image
Sourav Ghosh

Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in São Paulo, Brazil. He holds a master's in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.
Read more about Sourav Ghosh