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: algorithms, system design, rate limiting, cpp
High-frequency trading systems utilize rate limiters to adhere to exchange protocols and prevent order rejection or penalties. The Token Bucket algorithm is a standard mechanism for this purpose, allowing for controlled burstiness while enforcing an average transmission rate. This approach ensures that order flow remains compliant with exchange limits by managing a finite supply of transmission tokens. Task Implement a token bucket rate limiter to process a stream of order requests. Given a buc
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