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Building Low Latency Applications with C++

By Sourav Ghosh
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  1. Free Chapter
    Chapter 1: Introducing Low Latency Application Development in C++
About this book
C++ is meticulously designed with efficiency, performance, and flexibility as its core objectives. However, real-time low latency applications demand a distinct set of requirements, particularly in terms of performance latencies. With this book, you’ll gain insights into the performance requirements for low latency applications and the C++ features critical to achieving the required performance latencies. You’ll also solidify your understanding of the C++ principles and techniques as you build a low latency system in C++ from scratch. You’ll understand the similarities between such applications, recognize the impact of performance latencies on business, and grasp the reasons behind the extensive efforts invested in minimizing latencies. Using a step-by-step approach, you’ll embark on a low latency app development journey by building an entire electronic trading system, encompassing a matching engine, market data handlers, order gateways, and trading algorithms, all in C++. Additionally, you’ll get to grips with measuring and optimizing the performance of your trading system. By the end of this book, you’ll have a comprehensive understanding of how to design and build low latency applications in C++ from the ground up, while effectively minimizing performance latencies.
Publication date:
July 2023
Publisher
Packt
Pages
506
ISBN
9781837639359

 

Part 1:Introducing C++ Concepts and Exploring Important Low-Latency Applications

In this part, we will introduce low-latency applications as well as the proper approach toward low-latency application development in C++. We will discuss the technical details of some common low-latency applications in different business areas. We will discuss some details relevant to low-latency application development and how C++ concepts and techniques fit into that. We will also write some C++ code to implement the different low-latency components we introduced previously from the perspective of an electronic trading exchange.

This part contains the following chapters:

  • Chapter 1, Introducing Low-Latency Application Development in C++
  • Chapter 2, Designing Some Common Low-Latency Applications in C++
  • Chapter 3, Exploring C++ Concepts from a Low-Latency Application’s Perspective
  • Chapter 4, Building the C++ Building Blocks for Low-Latency Applications
...
About the Author
  • 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.

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Building Low Latency Applications with C++
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