Watchdog Timer - Quant Developer Interview Question
Difficulty: Easy
Category: architecture & logic
Asked at: IMC, Akuna, Jump Trading, Tower Research, Optiver, HRT
Topics: systems, latency, monitoring, c++
Problem Description
Low-latency trading systems rely on continuous connectivity monitoring to prevent the execution of stale orders based on outdated market data. A watchdog timer acts as a critical fail-safe mechanism by tracking heartbeat signals to detect system hangs and triggering safety switches to mitigate financial risk.
Task
Implement a Watchdog class that monitors system health by processing a stream of heartbeat and status check events. The system initializes with a virtual heartbeat at time t=0. Given
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