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

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.

C++是一種精心設計的程式語言，其核心目標是效率、性能和靈活性。然而，實時低延遲應用需要一組獨特的要求，特別是在性能延遲方面。通過本書，您將深入了解低延遲應用的性能要求以及實現所需性能延遲的關鍵C++功能。同時，您將在從頭開始使用C++構建低延遲系統的過程中鞏固對C++原則和技術的理解。您將了解這類應用之間的相似之處，認識性能延遲對業務的影響，並理解為什麼要在減少延遲方面投入大量努力。通過逐步的方法，您將開始一個低延遲應用開發之旅，從頭開始構建一個完整的電子交易系統，包括匹配引擎、市場數據處理器、訂單閘道和交易算法，全部使用C++實現。此外，您還將學習如何測量和優化交易系統的性能。通過閱讀本書，您將全面了解如何從頭開始設計和構建C++低延遲應用，同時有效地減少性能延遲。