Difficulty: Hard
Category: systems
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: systems, c++, optimization, low-latency, data-structures
High-frequency trading systems require ultra-low-latency data ingestion, often utilizing asynchronous I/O interfaces like Linux's io_uring to minimize context switching overhead. By employing shared memory ring buffers for submission and completion queues, applications can batch I/O requests and process completions without incurring the cost of per-request system calls. Task Implement the process_requests method in the AsyncBatchReader class to efficiently read batch data using a simulated io_u
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