Difficulty: Medium
Category: architecture & logic
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: systems, datetime, algorithm, c++
High-frequency trading systems utilize Precision Time Protocol (PTP) based on International Atomic Time (TAI) for precise hardware timestamping, whereas downstream applications and regulatory reporting typically require Coordinated Universal Time (UTC). Efficiently reconciling these time scales by accounting for discrete leap second offsets is essential for accurate trade sequencing and compliance. Task Implement the TimeConverter class to manage leap second schedules and convert a list of TAI
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