Designing Our Trading Ecosystem
The previous chapter jumped into some hands-on, low-latency development in C++, where we built some basic building blocks to be used throughout the rest of this book. Now we are ready to start designing our electronic trading ecosystem, which will be our main project for the rest of this book, where we will learn about low-latency application development principles in practice. First, we will discuss the high-level design and architecture of the different low-latency components or applications that we will be building for the end-to-end electronic trading ecosystem. We will also design the abstractions, components, and interactions between them, which we will implement in the rest of the book.
In this chapter, we will cover the following topics:
- Understanding the layout of the electronic trading ecosystem
- Designing the C++ matching engine in a trading exchange
- Understanding how an exchange publishes information to participants ...
