500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
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Difficulty: Easy
Category: concurrency
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: concurrency, c++, low-latency, multithreading
In high-frequency trading systems, market data events often arrive asynchronously and must be processed sequentially by a trading strategy. A robust pattern for handling this concurrency is the producer-consumer model utilizing a thread-safe event queue. Implementing this pattern ensures safe data handoffs between network I/O threads and strategy execution threads without race conditions. Task Implement a thread-safe, blocking TradeQueue class using std::mutex and std::condition_variable. The
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