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Hard · architecture & logic · Quant Developer interview question · hash-table, simulation, low-latency, c++
Profiling latency across distributed trading components is critical for performance tuning and maintaining a competitive edge in high-frequency trading. By instrumenting the pipeline from the feed handler to the gateway, developers can identify bottlenecks and optimize execution speed. Task Calculate the average latencies for fully completed order pipelines based on a stream of logged events. Implement the measureLatency method, which takes 5 std::vector<double> arrays of equal length represent