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Template-Inlined Strategy Dispatch (Zero Virtual Overhead)

Hard · low_latency · Quant Developer interview question · template, crtp, strategy-pattern, low_latency, vtable, compile-time

In high-frequency trading, minimizing latency is critical for executing strategies effectively. Using virtual functions for strategy dispatch introduces overhead from vtable lookups, which can be costly in the inner loop of a trading engine. This problem demonstrates how to use C++ templates for static dispatch, eliminating virtual function overhead by resolving strategy calls at compile time and enabling compiler inlining for maximum performance. Task Implement two strategy structs, MarketMaki