Building Low Latency Applications with C++ by Sourav Ghosh (Author)

Building Low Latency Applications with C++ by Sourav Ghosh is a detailed guide to mastering the art of designing and developing low-latency systems using modern C++. This book caters primarily to developers and engineers aiming to build high-performance, low-latency trading ecosystems from scratch. The book delves into critical concepts such as networking, multithreading, memory management, and system optimizations, all tailored to the demands of low-latency applications. Combining theoretical insights with practical examples, the author demonstrates how to harness the power of modern C++ to achieve the speed and reliability required for trading platforms and other time-sensitive applications. Whether you're an aspiring financial engineer or a seasoned C++ developer, this book equips you with the skills to build robust low-latency systems efficiently.

Keypoints:

1. Introduction to Low Latency Systems
   Explains the fundamentals of low-latency systems, their applications in trading, and the importance of achieving minimal delays in time-sensitive tasks.

2. Modern C++ Features
   Covers essential modern C++ features such as smart pointers, move semantics, and lambda expressions, and how they contribute to efficient and safe code.

3. Networking Fundamentals
   Discusses networking protocols (like TCP/UDP) and how to optimize data transmission for low-latency applications.

4. Multithreading and Concurrency
   Explores threading, concurrency techniques, and synchronization mechanisms in modern C++ to handle parallel tasks efficiently.

5. Memory Management Optimization
   Details strategies for managing memory effectively to reduce latency, including minimizing cache misses and leveraging custom allocators.

6. Performance Profiling and Tuning
   Guides readers on identifying bottlenecks in code and implementing optimizations to achieve optimal performance.

7. Building a Low-Latency Trading System
   Walks through the step-by-step creation of a low-latency trading system, incorporating order matching engines, market data handlers, and risk management modules.

8. System-Level Optimizations
   Explains techniques like NUMA awareness, zero-copy operations, and hardware-affinity configurations to boost system performance.

9. Testing and Debugging
   Covers best practices for testing and debugging low-latency applications to ensure reliability in production environments.

10. Real-World Case Studies
    Includes real-world scenarios and applications of low-latency systems in financial markets, demonstrating the practical impact of the techniques discussed.

Conclusion:

Building Low Latency Applications with C++ is an indispensable resource for developers and engineers striving to build high-performance systems. Through its comprehensive exploration of modern C++ and system-level optimizations, the book provides the knowledge and tools necessary to create low-latency trading ecosystems that meet the rigorous demands of financial markets. Whether you’re building your first trading platform or enhancing an existing one, this book is an essential guide to achieving speed, reliability, and scalability in your applications.

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Writer                 ✤               Sourav Ghosh (Author)