Low-Latency Market Data Ring Buffer (IPC) - Quant Developer Interview Question
Difficulty: Medium
Category: systems
Asked at: IMC, Jump Trading, Tower Research, Optiver, HRT
Topics: ipc, shared-memory, systems, c++17
Problem Description
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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