When Nanoseconds Matter: Ultrafast Trading Systems in C++ - David Gross - CppCon 2024

David Gross explains how to design low-latency trading systems in C++ by leveraging CPU hardware and concurrency.

cppcon.org CppCon 2024 Early Access: cppcon.org/early-access Access All 2024 Session Videos Ahead of Their Official Release To YouTube. At least 30 days exclusive access through the Early Access system. Videos will be released to the CppCon channel on a schedule of one video per business day, with initial releases starting in November. --- When Nanoseconds Matter: Ultrafast Trading Systems in C++ - David Gross - CppCon 2024 --- Achieving low latency in a trading system cannot be an afterthought; it must be an integral part of the design from the very beginning. While low latency programming is sometimes seen under the umbrella of "code optimization", the truth is that most of the work needed to achieve such latency is done upfront, at the design phase. How to translate our knowledge about the CPU and hardware into C++? How to use multiple CPU cores, handle concurrency issues and cost, and stay fast? In this talk, I will be sharing with you some industry insights on how to design from scratch a low latency trading system. I will be presenting building blocks that application developers can directly re-use when in their trading systems (or some other high performance, highly concurrent applications). Additionally, we will delve into several algorithms and data structures commonly used in trading systems, and discuss how to optimize them using the latest features available in C++. This session aims to equip you with practical knowledge and techniques to enhance the performance of your systems and make informed decisions about the tools and technologies you choose to employ. --- Slides: github.com/CppCon/CppCon2024/blob/main/Presentations/When_Na… Work at Hudson River Trading (HRT): tinyurl.com/safxfctf --- David Gross --- CppCon is the annual, week-long, face-to-face gathering for the entire C++ community. The conference is organized by the C++ community for the community. You will enjoy inspirational talks and a friendly atmosphere designed to help attendees learn from each other, meet interesting people, and generally have a stimulating experience. Taking place this year in Aurora, Colorado, near the Denver airport, and including multiple diverse tracks, the conference will appeal to anyone from C++ novices to experts. Annual CppCon Conference - cppcon.org linkedin.com/company/cppcon x.com/cppcon facebook.com/CppConference reddit.com/r/cppcon/ mastodon.social/@CppCon --- Videos Filmed & Edited by Bash Films: BashFilms.com YouTube Channel Managed by Digital Medium Ltd: events.digital-medium.co.uk #tradingsystem #cpp #cplusplus #cppcon #cppprogramming #cplusplusprogramming #softwaredevelopment #softwareengineering #coding #code #technology #programming #programmer #appdevelopment #lowlatency