Adding Instrumentation and Measuring Performance
In this chapter, we will add a system to measure the performance of the C++ components we have built so far in this book. We will measure the latencies in the trading exchange system we built in Part 2 and the latencies in the client’s trading system built in the previous section. Finally, we will measure and analyze the performance of the end-to-end system by running the different algorithms we built in the previous section. In this chapter, we will cover the following topics:
- Adding an instrumentation system to measure system performance
- Measuring latencies in the exchange
- Measuring latencies in the trading engine
- Running the entire ecosystem with the new instrumentation system
