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Low-Latency Software
Low-latency software: the CPU, caches and the memory hierarchy, measuring latency, C++ and Rust at the limit, lock-free queues and Linux tuning, exchange protocols, feed handlers, order books, gateways and pre-trade risk, ending in a measured tick-to-trade path.
Sync your reading across devicesThe Machine
- 1 Where Latency Comes From 8 solved exercises
- 2 CPU Microarchitecture 8 solved exercises
- 3 Memory Hierarchy and Caches 8 solved exercises
- 4 Multi-Socket Machines and Interconnects 8 solved exercises
- 5 Measuring Latency 8 solved exercises
Languages at the Limit
- 6 C++ for Latency I: Memory 8 solved exercises
- 7 C++ for Latency II: Compile Time 8 solved exercises
- 8 C++ for Latency III: The Compiler 8 solved exercises
- 9 Rust for Low Latency 8 solved exercises
- 10 Managed and Functional Languages on the Desk 8 solved exercises
- 11 Lock-Free Programming 8 solved exercises
- 12 Queues, Ring Buffers and Shared Memory 8 solved exercises
- 13 Linux Tuning 8 solved exercises
- 14 Vector Instructions and Data-Parallel Code 8 solved exercises
Protocols and Clients
- 15 Protocols I: FIX 8 solved exercises
- 16 Protocols II: Binary Exchange Protocols 8 solved exercises
- 17 WebSocket, REST, TLS and JSON at Speed 8 solved exercises
The Trading System
- 18 The Feed Handler 8 solved exercises
- 19 The Order Book Builder 8 solved exercises
- 20 The Strategy Engine 8 solved exercises
- 21 Order Gateway and Order Management 8 solved exercises
- 22 Pre-Trade Risk and Kill Switches 8 solved exercises
- 23 Logging, Capture and Replay 8 solved exercises
- 24 Resilience 8 solved exercises
- 25 Testing and Deploying Low-Latency Systems 8 solved exercises
- 26 Build: Tick-to-Trade, Measured 8 solved exercises
26 chapters — 26 online so far, and more publishing regularly. The complete book is already available as a free PDF you can read online.