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Hard · data_structures · Quant Developer interview question · b-tree, cache-conscious, data_structures, tree-split, order-book, price-levels
B-trees are balanced search trees optimized for systems that read and write large blocks of data, making them ideal for databases and filesystems. In quantitative finance, their cache-conscious structure is leveraged in high-frequency trading systems to build order books, where minimizing cache misses during price level lookups is critical for performance. An order-4 B-tree, with 3 keys per node, fits neatly into a 64-byte cache line, offering superior lookup speed over binary search trees. Tas