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Central Order Book
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Classroom Contents
How to Simulate a Low Latency Exchange in C++ - Developing Trading Strategies
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- 1 Introduction
- 2 Who am I
- 3 What is an Exchange
- 4 Central Order Book
- 5 What is a Trading System
- 6 Landscape
- 7 Goals
- 8 Simulating
- 9 Requirements
- 10 Strategy
- 11 Questions to Consider
- 12 What You Need
- 13 Feed Data
- 14 Order Gateway
- 15 Responses
- 16 Delay Models
- 17 Simulation Loop
- 18 Event Queue
- 19 Priority Queue
- 20 Matching Engine
- 21 Outro
