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Medium · Algorithms & Data Structures · Quant Trader interview question · rate-limiting, algorithms, data-structures, trading-systems
You are designing a rate limiter for a high-frequency trading system. Two common algorithms are the Token Bucket and Leaky Bucket. Both control the rate at which requests are processed. However, they differ in how they handle bursts of requests. Which rate limiting algorithm allows for short bursts of requests exceeding the average rate, while still maintaining an overall rate limit?