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

Concepts

Programming Language

Author (1):

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

Why subscribe?

18. Other Books You May Enjoy

To get the most out of this book

You need to have at least beginner-level experience with the C++ programming language and have a basic level of comfort when it comes to compiling, building, and running C++ code in a Linux environment. Prior knowledge of low latency applications and electronic trading is a plus but not required, since all of the information relevant to that will be covered.

Software/hardware covered in the book	Operating system requirements
C++ 20	Linux
GCC 11.3.0	Linux

This book was developed on a Linux 5.19.0-41-generic #42~22.04.1-Ubuntu x86_64 x86_64 x86_64 GNU/Linux operating system. It uses CMake 3.23.2 and Ninja 1.10.2 as the build systems. However, the source code presented in this book is expected to work on all Linux distributions that have at least the GCC 11.3.0 compiler.

If you are using the digital version of this book, we advise you to type the code yourself or access the code from the book’s GitHub repository (a link is available in the next section). Doing so will help you avoid any potential errors related to the copying and pasting of code.