com>Introduction 2 • About me - Leading the Options Automated Trading Systems team at Optiver, a global market maker company - Worked on low-latency systems for 15 years in Trading and DefenseIntroduction 3 3 • About me - Leading the Options Automated Trading Systems team at Optiver, a global market maker company - Worked on low-latency systems for 15 years in Trading and Defense • Today’s talk - Engineering (IMF)Market Making “There is no silver bullet that will help you beat the market. Successful trading is a losers’ game: it is about being consistently good at everything.” Charles D. Ellis 7Market Making

an interface? NO UNITS LIBRARY USING A TYPICAL UNITS LIBRARY Nearly none of the libraries on the market guarantee type safety for different quantities of the same kind. 72CppCon 2024: Improving our safety units library What should be the result of the following equation? 90Most of the libraries on the market happily allow such operations and provide incorrect results. CppCon 2024: Improving our safety with quantities and units library It is not only about hertz and becquerel 91Most of the libraries on the market happily allow such operations and provide incorrect results. quantity q = 42 * Sv;

are especially important for algo tests since certain algo behaviors require hard-to-produce market/timing conditions to trigger. Thus a test framework is proposed to address these pain points: algo behavior. ● Controlled external dependencies : All external dependencies including market data, reference data, exchange/executions, time, etc. are mocked and controlled to simulate

significant bloat in real-world code • Original motivating use-case was modeling a time series of market events as a vector of variants, where one of the types in the variant happened to be 10x larger

Burylov Principle Engineer at Intel An architect of C++ software solutions for autonomous driving market in Intel Contribution into functional safety MISRA standard Contribution into WG21 in threading

Open Source Specificatio nUXL FOUNDATION BENEFITS ▪ Single code base to maintain ▪ Save time to market ▪ Save money from developing across multiple architectures ▪ Develop with open standards for

Maniscalco ○ Software Architect and Principal Developer at Lime Trading ○ We develop low latency market data and trading software for use in HFT ● Personal ○ github.com/buildingcpp ■ Work Contracts,

不敢直接买啰，总是必須到书局翻翻看，确定一下內容，才可能考虑。 vii 台北市Jedi Your books is already 100 times better than any translation on the market. I won't think of to get a Chinese computer book unless you wrote it or translated it. shiowli@ms13 to provide tools and libraries for developers writing the most advanced GUI applications on the market"，其中并未画地自限与Windows 操作系统有关。果然，其第一个原型产品，有 自己的窗口系统、自己的绘图系统、自己的对象数据库、乃至于自己的内存管理系统。 当小组成员以此产品开发应用程序，

“information” about code Some of it is already there A neat and consistent “bag” of features to expand in the future Reflection vs metaprogramming 9Other languages Venturing into some alien worlds 17 *Copied from P2996 Of course this does not exist std::string result = ""; [:expand(std::meta::enumerators_of(^E)):] >> [&]{ enum class MyEnum { VALUE_1, VALUE_2, MAX_VALUES constexpr std::string enum_to_string(EnumT enum_value) { std::string result = ""; [:expand(std::meta::enumerators_of(^E)):] >> [&]{ if (value == [:e:]) { result

lib(asan_malloc_win.cc.obj); second definition ignored >libucrtd.lib(debug_heap.obj) : warning LNK4006: _expand_dbg already defined in clang_rt.asan_dbg-x86_64.lib(asan_malloc_win.cc.obj); second definition ignored asan_dbg-x86_64.lib(asan_malloc_win.cc.obj); second definition ignored >libucrtd.lib(expand.obj) : warning LNK4006: _expand already defined in clang_rt.asan_dbg-x86_64.lib(asan_malloc_win.cc.obj); second lib(asan_malloc_win.cc.obj); second definition ignored >libucrtd.lib(debug_heap.obj) : warning LNK4006: __expand_dbg already defined in clang_rt.asan_dbg-i386.lib(asan_malloc_win.cc.obj); second definition ignored