500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
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Difficulty: Hard
Category: low_latency
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: tcp, state-machine, kernel-bypass, dpdk, low_latency, networking
Kernel-bypass networking moves TCP/IP processing to user space, eliminating kernel overhead for each packet. This technique is critical in high-frequency trading, where user-space TCP stacks on co-located servers implement the connection lifecycle directly to achieve sub-microsecond latencies. This problem simulates a simplified version of this TCP state machine for a single connection. Task Implement the function tcp_state_machine(const double events, int n) that processes a sequence of TCP ev
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