What libraries are the best (in terms of performance) for network programming in C on windows and UNIX?
I'm quite interested with respect to high frequency trading.
I have heard about BSD and POSIX but I wasnt sure if there were faster performance-specific libraries?
The fastest way would be to use the OS's networking functions: socket()
, setsockopt()
, connect()
, listen()
, send()
, recv()
etc. etc.
There are subtle differences between them on several OS's.
To cope with this, there are wrappers around them in several libraries, e.g. in Qt (at least, IIRC). I don't think anything will noticeably slow down if you use them...