Technical requirements

All the code for this book can be found in the book’s GitHub repository at https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP. The source for this chapter is in the Chapter11 directory in the repository.

This chapter relies on a lot of the previous chapters since we will be measuring the performance of all the different components and subcomponents in the electronic trading ecosystem. So, we expect you to be familiar with the code base we have built so far, specifically, the Building the C++ Matching Engine, Communicating with Market Participants, Processing Market Data and Sending Orders to the Exchange in C++, Building the C++ Trading Algorithm Building Blocks, and finally, Building the C++ Market Making and Liquidity Taking Algorithms chapters.

The specifications of the environment in which the source code for this book was developed are shown next. We present the details of this environment since all the C++ code presented...