Latency & Throughput

Question 1

Latency

Answer 1

Time it takes for a single operation/event to complete;
measured in microseconds or nanoseconds in trading systems.

Question 2

Throughput

Answer 2

Number of operations or messages processed per unit time;
e.g., trades per second.

Question 3

Tail Latency

Answer 3

High-percentile latency (95th, 99th);
important in systems where worst-case response matters more than average.

Question 4

Critical Path

Answer 4

The longest sequence of dependent operations;
determines minimum latency achievable.

Question 5

Synchronization / Locks

Answer 5

Mutexes or condition variables can block threads.

Question 5

Serialization / Deserialization

Answer 5

Converting data to/from wire format; can dominate in messaging-heavy systems.

Question 5

Batching

Answer 5

Process multiple operations together to amortize overhead.