About this question
Very Hard · systems · Quant Developer interview question · systems, networking, low_latency, c++, bit_manipulation
High-frequency trading systems leverage eBPF and XDP to filter network traffic at the kernel level, significantly reducing latency by bypassing the standard network stack. This approach enables the rapid extraction of market data from raw Ethernet frames based on specific protocol headers and payload criteria. Task Implement the PacketFilter class to simulate an XDP packet processor. The class must configure allowed destination ports and ticker symbols, then process a stream of raw bytes repres