Building Low Latency Applications with C++: Develop a complete low latency trading ecosystem from scratch using modern C++ [1 ed.] 1837639353, 9781837639359

Explore techniques to design and implement low latency applications and study the impact of latency reduction Purchase

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English Pages 506 Year 2023

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Table of contents :
1 Introducing Low Latency Application Development in C++
2 Designing Some Common Low Latency Applications in C++
3 Exploring C++ Concepts from A Low-Latency Application's Perspective
4 Building the C++ Building Blocks for Low Latency Applications
5 Designing Our Trading Ecosystem
6 Building the C++ Matching Engine
7 Communicating with Market Participants
8 Processing Market Data and Sending Orders to the Exchange in C++
9 Building the C++ Trading Algorithm's Building Blocks
10 Building the C++ Market Making and Liquidity Taking Algorithms
11 Adding Instrumentation and Measuring Performance
12 Analyzing and Optimizing the Performance of Our C++ System

Building Low Latency Applications with C++: Develop a complete low latency trading ecosystem from scratch using modern C++ [1 ed.]
 1837639353, 9781837639359

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