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, youll gain insights into the performance requirements for low latency applications and the C++ features critical to achieving the required performance latencies. Youll also solidify your understanding of the C++ principles and techniques as you build a low latency system in C++ from scratch. Youll 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, youll 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, youll get to grips with measuring and optimizing the performance of your trading system. By the end of this book, youll have a comprehensive understanding of how to design and build low latency applications in C++ from the ground up, while effectively minimizing performance latencies.
