Difficulty: Hard
Category: low_latency
Asked at: Jump Trading, Tower Research, Citadel Securities, Optiver, HRT
Topics: b-tree, data_structures, optimization, memory-layout
Minimizing memory latency is crucial in high-frequency trading systems where cache misses can incur significant performance penalties. By optimizing data structures to fit within CPU cache lines and utilizing contiguous memory pools, developers can reduce pointer chasing and improve instruction throughput. This approach ensures deterministic latency profiles essential for market data processing and order execution. Task Implement a Cache-Friendly B+ Tree optimized for modern CPU architectures w
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