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Building Low Latency Applications with C++

You're reading from   Building Low Latency Applications with C++ Develop a complete low latency trading ecosystem from scratch using modern C++

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Product type Paperback
Published in Jul 2023
Publisher Packt
ISBN-13 9781837639359
Length 506 pages
Edition 1st Edition
Languages
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Author (1):
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Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
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Table of Contents (19) Chapters Close

Preface 1. Part 1:Introducing C++ Concepts and Exploring Important Low-Latency Applications
2. Chapter 1: Introducing Low Latency Application Development in C++ FREE CHAPTER 3. Chapter 2: Designing Some Common Low Latency Applications in C++ 4. Chapter 3: Exploring C++ Concepts from A Low-Latency Application’s Perspective 5. Chapter 4: Building the C++ Building Blocks for Low Latency Applications 6. Part 2:Building a Live Trading Exchange in C++
7. Chapter 5: Designing Our Trading Ecosystem 8. Chapter 6: Building the C++ Matching Engine 9. Chapter 7: Communicating with Market Participants 10. Part 3:Building Real-Time C++ Algorithmic Trading Systems
11. Chapter 8: Processing Market Data and Sending Orders to the Exchange in C++ 12. Chapter 9: Building the C++ Trading Algorithm’s Building Blocks 13. Chapter 10: Building the C++ Market Making and Liquidity Taking Algorithms 14. Part 4:Analyzing and Improving Performance
15. Chapter 11: Adding Instrumentation and Measuring Performance 16. Chapter 12: Analyzing and Optimizing the Performance of Our C++ System 17. Index 18. Other Books You May Enjoy

Summary

In this chapter, we provided an introduction to low latency applications. First, we defined latency-sensitive and latency-critical applications and different measures of latency. We then discussed different metrics that are important in low latency applications and other considerations that define the requirements of low latency applications.

We spent a section of this chapter understanding why C++ is most frequently chosen for low latency applications across different businesses. Specifically, we discussed the features of the language itself and also the flexibility and low-level nature of the language, which makes C++ a perfect fit when it comes to low latency applications.

Finally, we looked at many different examples of low latency applications across different businesses and the similarities they share. The point of that discussion is that even though the business cases are different, these applications share a lot of common requirements and features. Again, here, C++ is a good fit for most (if not all) of these low latency applications in different business areas.

In the next chapter, we will discuss some of the most popular low latency applications in much greater detail. In this book, we will be using low latency electronic trading as a case study to understand and apply C++ low latency techniques. However, before we do that, we will explore other low latency applications such as real-time video streaming, real-time offline and online video gaming applications, and IoT applications as well.

You have been reading a chapter from
Building Low Latency Applications with C++
Published in: Jul 2023
Publisher: Packt
ISBN-13: 9781837639359
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