Programming
Reader small image

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

Product typeBook
Published inJul 2023
PublisherPackt
ISBN-139781837639359
Edition1st Edition
Concepts
Programming Language
Right arrow
Author (1)
Sourav Ghosh
Sourav Ghosh
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

Right arrow

Connecting to the exchange and sending and receiving order flow

The order gateway client component in the market participant’s trading infrastructure receives order requests from the trading engine through a lock-free queue and sends order responses back to the trading engine through another lock-free queue. It also establishes a TCP connection to the order gateway server in the exchange side infrastructure. It encodes order requests in the exchange’s order format and sends them over the TCP connection. It also consumes order responses sent by the exchange over that TCP connection and decodes them from the order data format. We present the order gateway client diagram again to refresh your memory on that component’s design.

Figure 8.4 – Diagram presenting the order gateway client component inside the client’s trading infrastructure

Figure 8.4 – Diagram presenting the order gateway client component inside the client’s trading infrastructure

We will start the implementation of this order gateway client component by defining the...

lock icon
The rest of the page is locked
Previous Page
Chapter 12 of 19, Page 5
Next Page
You have been reading a chapter from
Building Low Latency Applications with C++
Published in: Jul 2023Publisher: PacktISBN-13: 9781837639359
© 2023 Packt Publishing Limited All Rights Reserved

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

Personalised recommendations for you

Based on your interests and search pattern

C++ Programming for Linux Systems

C++ Programming for Linux Systems

This book covers the essential system programming tools and helps you explore the features of C++20. It emphasizes important details to maintain code quality and tackle everyday challenges of developing software for high performance, optimization, and more.

BookSep 2023288 pages
Expert C++

Expert C++

Discover advanced programming techniques, the latest features of C++17 and C++20, and best practices for memory management, debugging, testing, and large-scale application design with Expert C++. Ideal for experienced developers advancing to proficient programmers and building professional-grade C++ applications.

BookAug 2023604 pages
iOS 17 Programming for Beginners

iOS 17 Programming for Beginners

iOS 17 Programming for Beginners, Eighth Edition is your comprehensive guide to learning the art of iOS app development. Whether you dream of creating the next chart-topping app or simply want to enhance your programming skills, this book is your trusted companion on this exciting journey.

BookOct 2023604 pages4
Developer Career Masterplan

Developer Career Masterplan

Written by industry experts that have spent the last 20+ years helping developers grow their career path towards senior developer positions and beyond. This book provides a comprehensive guide, sharing examples and stories from their global careers. By the end, you’ll have the knowledge to create a clear career progression plan as a technical professional.

BookSep 2023310 pages
Refactoring with C#

Refactoring with C#

In Refactoring with C#, you’ll explore the process of safely refactoring modern .NET code using Visual Studio features, advanced unit tests, AI assistance, and custom Roslyn analyzers.

BookNov 2023434 pages
Python Real-World Projects

Python Real-World Projects

Amplify your developer journey by curating a dynamic project portfolio that outshines traditional resumes. Delve into the Python realm through immersive projects, mastering core concepts while constructing comprehensive modules and applications. From data acquisition prowess to impactful data visualization, Python Real-World Projects arms you with essential skills to beat the competition.

BookSep 2023478 pages5
The MVVM Pattern in .NET MAUI

The MVVM Pattern in .NET MAUI

The MVVM Pattern in .NET MAUI enables developers to master MVVM principles and effectively apply them to .NET MAUI. This book uses real-life examples and covers complex problems to help you successfully apply MVVM with .NET MAUI to confidently develop robust and high-performing cross-platform apps.

BookNov 2023386 pages
Extending Microsoft Business Central with Power Platform

Extending Microsoft Business Central with Power Platform

Extending Business Central with the Power Platform is a step-by-step guide for Business Central professionals to create solutions that automate business processes, explain complex workflow approvals, and integrate with hundreds of other systems, without traditional development. It’ll guide you in customizing Business Central with Power Platform.

BookAug 2023458 pages5
Extending Microsoft Business Central with Power Platform

Extending Microsoft Business Central with Power Platform

Extending Business Central with the Power Platform is a step-by-step guide for Business Central professionals to create solutions that automate business processes, explain complex workflow approvals, and integrate with hundreds of other systems, without traditional development. It’ll guide you in customizing Business Central with Power Platform.

BookAug 2023458 pages5
Quantum Computing Algorithms

Quantum Computing Algorithms

The book emphasizes intuitive ideas behind quantum algorithms in ways that other books don’t cover, striking a careful balance between no math and too much math. To get the most from this book, you should be comfortable with basic algebra and writing simple computer code. No prior understanding of quantum physics is needed to get started.

BookSep 2023342 pages
Python – Complete Python, Django, Data Science and ML Guide

Python – Complete Python, Django, Data Science and ML Guide

Unlock Python's full potential with this 50+ hour course! From programming to web and game development, data manipulation, and machine learning, gain the skills required to succeed in various Python-related careers. With practical tasks, hands-on experience, and a strong foundation in Python, you'll be ready to tackle real-world challenges and take advantage of the many opportunities this versatile language offers.

VideoNov 202350 hours 30 minutes5
Python – Complete Python, Django, Data Science and ML Guide

Python – Complete Python, Django, Data Science and ML Guide

Unlock Python's full potential with this 50+ hour course! From programming to web and game development, data manipulation, and machine learning, gain the skills required to succeed in various Python-related careers. With practical tasks, hands-on experience, and a strong foundation in Python, you'll be ready to tackle real-world challenges and take advantage of the many opportunities this versatile language offers.

VideoNov 202350 hours 30 minutes5