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Low Latency Memory Warmup

Medium · memory_optimization · Quant Developer interview question · systems, memory, optimization, c++

High-frequency trading systems require deterministic latency, making operating system interruptions like page faults unacceptable on the critical path. To mitigate this, developers allocate memory upfront and "warm" it by forcing physical page allocation before trading begins, ensuring subsequent accesses do not trigger costly delays. Task Implement a PreFaultedBuffer class to manage a fixed-size buffer of double values and simulate memory pre-faulting. The class must support initialization, sa