500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
Statistical analysis and quantitative modeling problems
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Difficulty: Medium
Category: low_latency
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: computed-goto, dispatch, jump-table, low_latency, gcc-extension, message-handler
In high-frequency trading, market data handlers must dispatch messages to their corresponding processors with minimal latency. GCC's computed goto extension provides a mechanism to build an explicit jump table, bypassing the overhead of traditional switch statements. This technique is used by HFT firms to achieve sub-100 nanosecond message classification by eliminating bounds checks and reducing branch predictor pressure. Task Implement the function dispatch_message(int msg_type, double value)
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