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You're reading from  C++ High Performance for Financial Systems

Product typeBook
Published inMar 2024
PublisherPackt
ISBN-139781805124528
Edition1st Edition
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Author (1)
Ariel Silahian
Ariel Silahian
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Ariel Silahian

Ariel Silahian is a seasoned software engineer with over 20 years of experience in the industry. With a strong background in C++ and .NET C#, Ariel has honed his technical skills to deliver successful projects for a range of financial institutions, including banks and financial trading companies, both domestically and internationally. Thanks to his passion for high-frequency and electronic trading systems he has developed a deep understanding of financial markets, resulting in his proven track record in delivering top-performing systems from scratch. He has also worked on other critical systems such as monitoring systems, machine learning research, and management decision tree systems, and has received recognition for his exceptional work.
Read more about Ariel Silahian

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Implementing the Messaging Hub module

Messaging Hub is the module that will serve as a conduit for real-time market data between the LOB and the various non-latency-sensitive modules within the system. Its primary function is to decouple the hot path, which is the real-time data flow from the LOB, from the rest of the system, ensuring that the hot path is not burdened with the task of serving data to multiple modules.

This module is designed to operate concurrently with the LOB and the Strategy module, receiving real-time data updates from the LOB and distributing them to the subscribed modules. This design allows the LOB to focus on its core task of maintaining the state of the market, while Messaging Hub handles the distribution of this data to the rest of the system.

The architecture of Messaging Hub is based on the publish-subscribe pattern, a popular choice for real-time data distribution in modern trading systems. In this pattern, Messaging Hub acts as a publisher, broadcasting...

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C++ High Performance for Financial Systems
Published in: Mar 2024Publisher: PacktISBN-13: 9781805124528

Author (1)

author image
Ariel Silahian

Ariel Silahian is a seasoned software engineer with over 20 years of experience in the industry. With a strong background in C++ and .NET C#, Ariel has honed his technical skills to deliver successful projects for a range of financial institutions, including banks and financial trading companies, both domestically and internationally. Thanks to his passion for high-frequency and electronic trading systems he has developed a deep understanding of financial markets, resulting in his proven track record in delivering top-performing systems from scratch. He has also worked on other critical systems such as monitoring systems, machine learning research, and management decision tree systems, and has received recognition for his exceptional work.
Read more about Ariel Silahian