Building Low Latency Applications with C++: Develop a complete low latency trading ecosystem from scratch using modern C++

This book provides techniques to design and implement low latency applications in C++ and studies the impact of latency reduction. It covers C++ features for low latency, building an electronic trading system, and measuring and optimizing performance. It is for C++ developers, software engineers, quantitative researchers, and anyone interested in low latency implementation.

Format: Paperback / softback
Length: 506 pages
Publication date: 21 July 2023
Publisher: Packt Publishing Limited

C++ is meticulously designed with efficiency, performance, and flexibility as its core objectives. However, real-time low latency applications demand a distinct set of requirements, particularly in terms of performance latencies. With this book, you'll gain insights into the performance requirements for low latency applications and the C++ features critical to achieving the required performance latencies. You'll also solidify your understanding of the C++ principles and techniques as you build a low latency system in C++ from scratch. You'll understand the similarities between such applications, recognize the impact of performance latencies on business, and grasp the reasons behind the extensive efforts invested in minimizing latencies. Using a step-by-step approach, you'll embark on a low latency app development journey by building an entire electronic trading system, encompassing a matching engine, market data handlers, order gateways, and trading algorithms, all in C++. Additionally, you'll get to grips with measuring and optimizing the performance of your trading system. By the end of this book, you'll have a comprehensive understanding of how to design and build low latency applications in C++ from the ground up, while effectively minimizing performance latencies.

What you will learn:
Gain insights into the performance requirements for low latency applications and the C++ features critical to achieving the required performance latencies.
Solidify your understanding of the C++ principles and techniques as you build a low latency system in C++ from scratch.
Understand the similarities between such applications, recognize the impact of performance latencies on business, and grasp the reasons behind the extensive efforts invested in minimizing latencies.
Use a step-by-step approach to embark on a low latency app development journey by building an entire electronic trading system, encompassing a matching engine, market data handlers, order gate gateways, and trading algorithms, all in C++.
Additionally, you'll get to grips with measuring and optimizing the performance of your trading system.
By the end of this book, you'll have a comprehensive understanding of how to design and build low latency applications in C++ from the ground up, while effectively minimizing performance latencies.

Weight: 950g
Dimension: 190 x 236 x 30 (mm)
ISBN-13: 9781837639359