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Developing High-Frequency Trading Systems

You're reading from  Developing High-Frequency Trading Systems

Product type Book
Published in Jun 2022
Publisher Packt
ISBN-13 9781803242811
Pages 320 pages
Edition 1st Edition
Languages
Authors (3):
Sebastien Donadio Sebastien Donadio
Profile icon Sebastien Donadio
Sourav Ghosh Sourav Ghosh
Profile icon Sourav Ghosh
Romain Rossier Romain Rossier
Profile icon Romain Rossier
View More author details

Table of Contents (16) Chapters

Preface 1. Part 1: Trading Strategies, Trading Systems, and Exchanges
2. Chapter 1: Fundamentals of a High-Frequency Trading System 3. Chapter 2: The Critical Components of a Trading System 4. Chapter 3: Understanding the Trading Exchange Dynamics 5. Part 2: How to Architect a High-Frequency Trading System
6. Chapter 4: HFT System Foundations – From Hardware to OS 7. Chapter 5: Networking in Motion 8. Chapter 6: HFT Optimization – Architecture and Operating System 9. Chapter 7: HFT Optimization – Logging, Performance, and Networking 10. Part 3: Implementation of a High-Frequency Trading System
11. Chapter 8: C++ – The Quest for Microsecond Latency 12. Chapter 9: Java and JVM for Low-Latency Systems 13. Chapter 10: Python – Interpreted but Open to High Performance 14. Chapter 11: High-Frequency FPGA and Crypto 15. Other Books You May Enjoy

Templates reducing the runtime

In this section, we will continue our discussion on removing or minimizing runtime decisions on the critical or hot path by introducing another important C++ feature. We will discuss what templates are, the motivation for using them, their advantages and disadvantages, and their performance relative to the alternatives.

What are templates?

Templates are the C++ mechanism to implement generic functions and classes. Generic programming is when generic types are used as arguments in algorithms and classes for compatibility with different data types. This eliminates code duplication and the need to repeatedly write similar or shared code that is independent of data type. Templates not only work with different data types, but based on what different types are needed at compile time, the source code for the classes and methods for those data types is generated automatically at compile time, just as with C macros. Unlike macros, however, the compiler...

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