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: concurrency, lock-free, atomic, c++17, optimization
Low-latency financial systems rely on lock-free data structures to minimize thread contention and context switching during market data streaming or order execution. The Single-Producer Single-Consumer (SPSC) ring buffer utilizes atomic indices and memory barriers to ensure thread safety without the overhead of mutexes. This approach maximizes throughput in high-frequency trading environments where microsecond delays are critical. Task Implement the SPSCQueue class in C++17 to manage a fixed-siz
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