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Hard · architecture & logic · Quant Developer interview question · State Machine, Low Latency, Financial Protocols, c++
The Financial Information eXchange (FIX) protocol is the industry standard for real-time electronic exchange of securities transactions in quantitative finance. At the session level, FIX maintains a robust state machine to ensure ordered message delivery, handle sequence gaps, and recover lost messages. Implementing this state machine is critical for building resilient trading gateways that can survive network interruptions. Task Implement a simplified FIX Session Acceptor state machine by comp