Building Low Latency Applications with C++

Table of Contents

1. Introducing Low Latency Application Development in C++
2. Designing Some Common Low Latency Applications in C++
3. Exploring C++ Concepts from A Low-Latency Application's Perspective
4. Building the C++ Building Blocks for Low Latency Applications
5. Designing Our Trading Ecosystem
6. Building the C++ Matching Engine
7. Communicating with Market Participants
8. Processing Market Data and Sending Orders to the Exchange in C++
9. Building the C++ Trading Algorithm's Building Blocks
10. Building the C++ Market Making and Liquidity Taking Algorithms
11. Adding Instrumentation and Measuring Performance
12. Analyzing and Optimizing the Performance of Our C++ System