500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
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Difficulty: Medium
Category: networking
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: iovec, scatter-gather, writev, readv, networking, zero-copy, fix-protocol
High-frequency trading systems use scatter-gather I/O via writev() to send composite messages, avoiding costly memcpy operations and reducing latency. Before transmission, the application must validate the iovec buffer array to calculate total size, maximum segment length, and the number of active segments. This pre-send check is a critical step in optimizing network performance for order gateways. Task Implement the function compute_iovec_metrics(const std::vector<int>& lens) that takes a vect
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