Context Switching and Thread Pinning - Quant Trader Interview Question
Difficulty: Medium
Category: Networking & Systems
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Topics: systems, latency, performance, context-switching
Problem Description
A high-frequency trading system is designed to execute orders with extremely low latency. Context switches, the process of switching the CPU's focus between different threads, incur an overhead of approximately 1-10 microseconds. In such a system, threads are often pinned to specific CPU cores. What is the MOST significant reason for this practice?
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