CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”
—
Presentation Slides, PDFs, Source Code and other presenter materials are available at:
—
Automated trading involves submitting electronic orders rapidly when opportunities arise. But it’s harder than it seems: either your system is the fastest and you make the trade, or you get nothing.
This is a considerable challenge for any C developer - the critical path is only a fraction of the total codebase, it is invoked infrequently and unpredictably, yet must execute quickly and without delay. Unfortunately we can’t rely on the help of compilers, operating systems and standard hardware, as they typically aim for maximum throughput and fairness across all processes.
This talk describes how successful low latency trading systems can be developed in C , demonstrating common coding techniques used to reduce execution times. While automated trading is used as the motivation for this talk, the topics discussed are equally valid to other domains such as game
1 view
215
35
11 months ago 01:29:16 1
Delivering Safe C++ - Bjarne Stroustrup - CppCon 2023
2 years ago 00:59:34 1
CppCon 2017: Matt Kulukundis “Designing a Fast, Efficient, Cache-friendly Hash Table, Step by Step”
3 years ago 01:47:45 1
CppCon 2017: Herb Sutter “Meta: Thoughts on generative C++”
3 years ago 01:03:40 1
CppCon 2017: Bob Steagall “How to Write a Custom Allocator”
3 years ago 01:00:07 1
CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”
4 years ago 01:02:28 1
CppCon 2017: James McNellis “Everything You Ever Wanted to Know about DLLs”
4 years ago 01:14:22 5
CppCon 2017: Fedor Pikus “C++ atomics, from basic to advanced. What do they really do?”
4 years ago 00:54:33 1
CppCon 2017: Nicolas Guillemot “Design Patterns for Low-Level Real-Time Rendering”
6 years ago 00:52:01 1
CppCon 2017: Louis Brandy “Curiously Recurring C++ Bugs at Facebook”
6 years ago 00:03:13 5
CppCon 2017: Dietmar Kühl “The End of std::endl”
6 years ago 01:06:46 13
CppCon 2017: Hartmut Kaiser “The Asynchronous C++ Parallel Programming Model”
6 years ago 01:31:14 1
CppCon 2017: Titus Winters “C++ as a “Live at Head“ Language”
6 years ago 01:38:41 1
CppCon 2017: Bjarne Stroustrup “Learning and Teaching Modern C++”
6 years ago 01:00:49 1
CppCon 2017: Jason Turner “Practical C++17”
6 years ago 00:58:49 1
CppCon 2017: Arthur O’Dwyer “dynamic_cast From Scratch”
6 years ago 00:46:58 1
CppCon 2017: Nicholas Ormrod “Fantastic Algorithms and Where To Find Them”
6 years ago 00:05:09 1
CppCon 2017: Victor Komarov “Universal Memoization Decorator”
7 years ago 00:35:03 1
CppCon 2017: Nir Friedman “What C++ developers should know about globals (and the linker)”
7 years ago 01:00:45 21
CppCon 2017: Andrew Sutton “Meta”
7 years ago 01:10:15 16
CppCon 2017: “C++17 ParallelSTL: A Standardization Experience Report for CPU and GPU on SYCL”
7 years ago 01:08:04 19
CppCon 2017: Louis Dionne “Runtime Polymorphism: Back to the Basics”
7 years ago 00:54:26 15
CppCon 2017: Bryce Adelstein Lelbach “C++17 Features (part 2 of 2)”
7 years ago 00:49:00 150
CppCon 2017: Bryce Adelstein Lelbach “C++17 Features (part 1 of 2)”
7 years ago 00:04:49 23
CppCon 2017: Nicolas Fleury “Introduction to Sharpmake”