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Difficulty: Medium
Category: systems
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: twap, pandas, time-series, resampling, data-manipulation, python
In high-frequency trading, distributing market data from feed handlers to strategy engines with minimal latency is critical for execution performance. Inter-Process Communication (IPC) via shared memory eliminates kernel socket overhead, providing a highly efficient mechanism for data transfer between distinct processes. This problem involves implementing a lock-free ring buffer using POSIX shared memory primitives to achieve low-latency message passing. Task Implement a class SharedMemoryQueue
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