Architecting HFT Systems in Modern C++: Lock-Free Pipelines, Kernel Bypass, and Nanosecond Execution. (Paperback) (ISBN-13: 9798258005182)

In the world of High-Frequency Trading, nanoseconds separate the profitable from the obsolete. Which side of the trade are you on?

Standard C++ practices and traditional operating system architectures are not fast enough for modern financial markets. Every cache miss, context switch, and kernel interrupt adds latency that degrades trading performance. To compete at the highest level, you must strip away the abstractions and engineer your system to work in perfect harmony with the bare metal.

Architecting HFT Systems in Modern C++ is a definitive, hands-on guide to building ultra-low-latency trading infrastructure. This book bridges the gap between theoretical computer science and the brutal realities of production trading systems. You will learn how to bypass the kernel entirely, design lock-free memory structures, and write code that executes consistently in under a microsecond.

Whether you are a quantitative developer, a systems architect, or a senior C++ engineer looking to enter the algorithmic trading industry, this book provides the exact blueprints used by top-tier proprietary trading firms.

What You Will Learn Inside:

• The Machine and The Backbone: Master CPU topology, NUMA architecture, and core isolation. Build custom monotonic arena allocators and replace standard memory management to completely eliminate allocation delays in the hot path.
• Lock-Free Concurrency: Construct Single-Producer, Single-Consumer (SPSC) ring buffers from first principles. Understand acquire/release semantics and memory ordering to handle backpressure without ever blocking.
• Kernel Bypass Networking: Implement DPDK and io_uring to process data precisely where Direct Memory Access (DMA) places it, achieving zero-copy packet reception and transmission.
• Wire-Speed Ingestion: Decode complex binary protocols (FIX/FAST, ITCH, OUCH) using template-driven deserialization, branchless field extraction, and SIMD instructions.
• Zero-Allocation Order Books: Design price-level structures that fit entirely within L1 cache and update in under 50 nanoseconds.
• The Decision and Execution Layer: Build a zero-virtual-call callback architecture for trading strategies, implement hardware-efficient risk gates, and manage order lifecycles with compile-time validation.
• Deterministic Simulation and Testing: Ensure absolute reliability through full-pipeline PCAP replay, bit-reproducible runs, and memory-mapped asynchronous logging.

You cannot afford to rely on generic software design patterns when money is on the line. Stop losing trades to system overhead.

Get your copy today and learn how to engineer systems that execute faster than the competition.

Author: Billie S. Lightner
ISBN-13: 9798258005182
Publisher: Independently Published
Language: English
Published: 04/19/2026
Pages: 360
Format: Paperback
Weight: 1.26lbs
Size: 9.61h x 6.69w x 0.75d