Low-Latency Flat Map (Open Addressing) - Quant Developer Interview Question
Difficulty: Hard
Category: data_structures
Asked at: Jump Trading, Tower Research, Citadel Securities, Optiver, HRT
Topics: hash-map, open-addressing, linear-probing, low-latency, c++
Problem Description
High-frequency trading systems require low-latency data structures to minimize cache misses caused by pointer chasing in standard hash maps. A Flat Map optimizes memory access patterns by storing entries in a contiguous array using open addressing and linear probing. This approach significantly reduces access time for critical order book and market data lookups.
Task
Implement a FlatMap class that utilizes open addressing with linear probing to store key-value pairs in a single contiguous std::
Practice this hard developer interview question on MyntBit - the LeetCode for quants with 200+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.