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

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18. Other Books You May Enjoy

Discussing tips and techniques for optimizing our C++ trading system

In this section, we will present a few possible areas where we can optimize our C++ trading ecosystem. Note that these are only some examples and a lot more is possible, but we will leave you to measure and discover those inefficiencies, as well as improve on them. To reiterate what we have mentioned a few times before, you should measure the performance of various parts of your system with everything we learned in the previous chapter, Adding instrumentation and measuring performance. You should analyze them using the approach we discussed in this chapter and use the C++ discussions we had in the chapter Exploring C++ Concepts from a Low-Latency Application’s Perspective to improve on them further. Now, let us discuss some areas of improvement next. We have tried to arrange these loosely in order from least to most effort.