Resources - lukasvarhol/crypto-fpga-trader GitHub Wiki

C++

Language Features

• C++ Docs
• A Tour of C++, Bjarne Stroustrup (use as reference manual - too dense to read cover to cover in one go)
• Effective Modern C++, Scott Meyers

Concurrency

• C++ Concurrency in Action Most Relevant Book!
  • Relevant Chapters:
  • Chapter 1 to 9 (Can skip 5, 6, and 9 on your first read through).

Best Practices

• C++ Design Patterns
  • Relevant Chapters:
  • Everything except Chapter 8

Testing in C++

• Google Test Docs

Trading Basics

• [Recommended] Trading and Exchanges, Larry Harris
• High Frequency Trading, Irene Aldridge
• Option Volatility and Pricing, Sheldon Natenberg

Networking

• TCP/IP Volume 1
  • Relevant Chapters:
  • Chapter 1 to 1.4
  • Chapter 2 to 2.6
  • Chapter 3 to 3.4
  • Chapter 5 to 5.4
  • Chapter 7 to 7.4
  • Chapter 9 to 9.3
  • Chapter 10 to 10.13
  • Chapter 11 to 11.5
  • Chapter 12
  • Chapter 13 to 13.13.6
  • Chapter 14 to 14.7
  • Chapter 15 to 15.5
  • Chapter 16: 16.1 and 16.3
  • Chapter 17 (Sections are inclusive. Meaning if I say 16.1 to 16.3, read 16.3.

Computer Architectures

• Operating Systems: Three Easy Pieces

  • Relevant Chapters:
  • Chapter 1 to 32

• Inside the Machine

  • Relevant Chapters:
  • Chapter 1 - 4
  • Chapter 7
  • Chapter 9
  • Chapter 11