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

From the moment I cracked open the book, I was struck by the author's evident passion for their subject matter. The depth of research and meticulous attention to detail is immediately apparent, and it's clear that this is the work of an expert in their field. This level of expertise truly enhances the reading experience and provides a sense of trustworthiness that is invaluable when diving into a complex subject.

Great book for low latency trading

From the title one would expect the content would contain detailed explanations on how to achieve low latency. Instead it mostly just describes a framework created by the author that kind of resembles a production low latency trading system, leaving you wonder whether it really does what it claims to do. And the first 20% of the book is almost completely unrelated to the topic.

The book is a very shallow overview of some of the technology used in low-latency trading. After I did an entire 1-hour podcast on this item (substack Low Latency Trading Insights), some of my viewers pointed out that there were entire paragraphs copied/pasted from blogs on the open web. These Packt books are rushed, don't have any care with technical review or quality. They are now sold in bundles for $1 each. Save yourself some time and money and read technical blogs.

This book stands out for its practical approach to learning. By emphasizing experiential learning, the author equips readers with the knowledge and tools necessary to construct a complete C++ electronic trading system from the ground up. Using this step-by-step approach, readers will not only gain a deeper understanding of the theory, but also learn how to apply it effectively. A must read.

This book is well written and covers two important areas: developing low latency applications with C++ (as the title suggests), and electronic trading systems. The author’s expertise in both areas is evident throughout the book. There are ample code examples and plethora of topics including Internet of Things (IoT), memory pool abstraction, performance, optimizations, instrumentation, and more. A set of utilities and classes are provided to help support network socket operations. The author also walks readers through the design and development of a trading system. If you are a serious C++ developer, want to learn how to write low latency applications, or are just interested in electronic trading systems, then this book is for you. Great resource!

I primarily use C# at work, but in college, I spent time using C++ for algo/data structures courses, but we never went this in-depth. If you are looking to get into C++ and have either taken a 101 and 102 in C++ or have been using Java/C# for a bit, this is a great book if you want to check out C++ on a much deeper level. There are a ton of things you likely won't know if you aren't already in the trading space, and even if it doesn't fulfill every feature required, you'll have a lot of tools to do that yourself. I used this book to check out C++ again, and it was worth it.

Chapter 4 is where the actual code development begins and the first few sections of code you write work great, However when you get to the section on the Network stack things start going downhill fast. By the time you finish writing the code for the network stack the test code builds and runs but doesn't match the output shown in the book at all. This led me to check out the github site to try and find where i had messed up which is where i discovered that entire sections of code on github didnt match what was in the book at all. After cloning the github repository and rebuilding the chapter 4 application everything did work as expected. While it is possible I missed something when following along with the book, the huge amount of changes between the code in the book and what's on github leads me to believe that the book went to print with bad code that didnt work properly in the first place.

Sebbene l'argomento del libro sia la progettazione di un sistema di trading con una bassa latenza, gli argomenti trattati rappresentano spunti interessanti per chi ha come obiettivo il salvaguardare preziose risorse di memoria, cicli di clock e quanto altro. Sembra un paradosso al giorno d'oggi discutere ancora di ottimizzazioni per risparmiare una DWORD o una QWORD in sistemi che hanno a disposizione decine se non centinaia di gigabyte di memoria, ma quando l'ordine di grandezza delle operazioni aumenta non sempre si può risolvere aumentando il numero di CPU o la quantità di memoria. Ecco, questo libro da quegli spunti di riflessione che possono essere applicati un po' ovunque.

Really great book that gives so much useful content. I am new to C++ and learned a lot from it.

The content of this book ok overall, as a not so hardcore engineer I learned one or two new things and refreshed some topics regarding high performance and low latency. Chapters about design of a trading system were quite nice. There were some paragraphs that could have been omitted, and I definitely did not appreciate having five reference to another author's book in every chapter, one would have been enough. Quality of code snippets is a separate topic. 1. Many code snippets are implemented out of the order. If class A depends on B and C, I would prefer to have a brief overview of a system with rationale to create B and C, implementing B and C, and only then implementing A. It is just annoying to have my editor complain about the code 95% of the time and not having proper auto-complete. This could have been avoided by simply reordering some code sections. 2. It helped to clone github repo with the code, but in many places the code was organized differently compare to the book. 3. Previous point is is not a problem by itself, but there is one particular case where the author just forgot to include any info about a class that he started to use out of thin air, and implementation in github relied on some tricks that were not present in the code from the book. Just annoying, the code should have been reviewed. If I remember correctly, this was the case for chapter 6 or 7.

Excelente

He leído los primeros 4-5 capitulos y es ofrece un valor incalculable. En mi caso, debo primero tener un nivel en C++ más avanzado aún para poder sacarle el mayor provecho. Diría a quien se lo esté pensando, que adelante si ya maneja un nivel bastante solido (intermedio - avanzado) y algo de experiencia real de Software. En mi caso, me ayuda para saber a donde tengo que llegar y conocer otros campos que aprender.