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Zero Copy Binary Parsing with Span

Easy · low_latency · Quant Developer interview question · c++, low_latency, parsing, pointers

High-frequency trading systems rely on zero-copy parsing to process market data feeds with minimal latency, avoiding the overhead of copying bytes into intermediate objects. This technique involves reading data directly from network buffers using pointer arithmetic or span views to handle high-throughput binary streams efficiently. Task Implement the parse method in the MarketDataParser class to process a binary stream of fixed-length market data messages. The method accepts a Span<const uint8_