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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

C++ network programming using sockets

In this final section, we will build the last of our basic building blocks – a framework to handle network programming using Unix sockets. We will use this framework to build a server that listens for incoming TCP connections and a client that is capable of establishing a TCP connection to such a server. We will also use this framework to publish UDP traffic and consume from a stream of multicast traffic. Note that to limit the scope of this discussion, we will only discuss Unix sockets without any kernel bypass capabilities. Using kernel bypass and leveraging the kernel bypass API provided by the Network Interface Cards (NICs) that support it is outside the scope of this book. Note also that we expect you to have some basic knowledge or experience with network sockets and, ideally, programming network sockets in C++.

Building a basic socket API

Our goal here is to create a mechanism to create a network socket and initialize it with...

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