C++ Ultra-Low Latency Book

C++ Ultra-Low Latency Book

Table of Contents

Part I: Introduction to Low Latency

1. Low Latency Programming

2. Hardware Acceleration

3. System Optimizations

Part II: HFT & Algo Trading

4. Trading Engine Components

5. Hotpath Optimizations

6. Orders

7. Order Book & Matching Engine

8. Iceberg Orders

9. Rate Limiter

10. Slowpath Removal

Part III: Low-Level Techniques

11. Branch Prediction

12. Instruction-Level Parallelism

13. Cache Locality

14. Cache Warming

15. AVX Intrinsics

16. Contiguous Memory Blocks

17. Memory Pools

18. Data Compression

Part IV: Low Latency Data Structures

19. Modern C++ Containers

20. Move Semantics

21. Arrays

22. Unsorted Arrays

23. Sorted Arrays

24. Order of Insertion

25. LRU Cache Data Structure

26. Fast Ring Buffers

27. Perfect Hashing

28. Matrix Multiplication

Part V: Multithreading Optimizations

29. Multithreading Optimizations

30. Common Multithreading Bugs & Slugs

31. Thread Overhead

32. Thread Pools

33. Fine-Grained vs Coarse Locking

34. Core Pinning

35. False Sharing

36. Lock Contention

37. Atomics & Memory Orders

38. Lock-Free Data Structures

Part VI: Sequential C++ Optimizations

39. Timing and Benchmarking

40. Bitwise Operations

41. Floating-Point Computations

42. Arithmetic Optimizations

43. Compile-Time Optimizations

44. Zero Runtime Cost Operations

45. String Optimizations

46. Pointer Arithmetic

47. Algorithm Speedups

48. Memory Reduction Optimizations

49. Loop Vectorization

50. Parallel Data Structures

51. Lookup Tables & Precomputation

Appendix A. Long List of Low Latency Techniques

Appendix B. C++ Slug Catalog

Appendix C. Source Code

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C++ Ultra-Low Latency: Multithreading and Low-Level Optimizations: Low-level C++ efficiency techniques C++ multithreading optimizations AI LLM inference backend speedups Low latency data structures Multithreading optimizations General C++ optimizations Get your copy from Amazon: C++ Ultra-Low Latency