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
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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