Difficulty: Hard
Category: memory_optimization
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: c++, memory-management, union, low-latency
Minimizing cache misses and memory allocations is critical in high-frequency trading systems to reduce latency. A Tagged Union, or Variant, optimizes memory layout by storing different message types in a contiguous block, avoiding the pointer indirection and vtable lookups associated with standard polymorphism. This structure requires manual object lifetime management and strict type safety to ensure data integrity without the overhead of standard library containers. Task Implement the MarketVa
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