C++ DLL design resources

Discussion in 'Trading Software' started by mcgene4xpro, Mar 10, 2011.

  1. Hi,

    I am developing an ATS right now which would composed of 2 main parts; Execution module and a DLL for calculation..

    I was thinking to start learning programming to do the whole job by myself. However, i only now want to learn how to design DLLs using C++. So the quantitative part of my ATS would be designed by me while the execution part by a profession programmer.

    Is this approach is sound? Do you have any suggestions which way i should start? Resources?

    I appreciate any suggestions.


  2. you will probably spend more time writing dlls in c++ than you would in .net and get marginal if any speed improvement for your efforts.

    otherwise sounds like a plan.
  3. Bowgett