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Low-Latency Market Data Ring Buffer (IPC)

Medium · systems · Quant Developer interview question · 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