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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: c++, systems, string-manipulation, hash-table
In high-frequency trading (HFT) and quantitative finance, system observability is critical. Logs must be structured for machine parsing, categorized by severity, and correctly integrated with system daemons like syslog. Additionally, a firehose of repetitive errors can overwhelm log aggregators, making client-side rate limiting essential. Task Design and implement a StructuredLogger class that formats log entries as JSON strings and prepends a syslog priority header. The logger must also suppor
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