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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

Summary

In this chapter, we jumped into the world of low latency application C++ development. We built some relatively fundamental but extremely useful building blocks that can be used for a variety of low latency application purposes. We put into practice a lot of the theoretical discussions related to using C++ and computer architecture features effectively to build low latency and highly performant applications.

The first component was used to create new threads of execution and run the functions that different components might require. One important functionality here is being able to control the CPU core that the newly created thread gets pinned to by setting the thread affinity.

The second component we built was meant to avoid dynamic memory allocation on the critical code path. We reiterated the inefficiencies associated with dynamic memory allocation and designed a memory pool to be used to pre-allocate memory from the heap when constructed. Then, we added utility to...

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