Design a pipeline that ingests millions of events per second with very low latency and no data loss (what tech and patterns would be used)
What structures and abilities in python would you use to ingest and process 50GB file? Would python be your language of choice for this?
How does concurrency work in c++ and what are some key pitfalls? What does c++ provide for it?
Explain the difference and usage of SQL, NoSQL, Data Warehouse, and DataLake?
Difference between TCP and UDP and when to use in trading system?
Explain the differences between stack and heap memory. When is each used?
Explain value semantics vs reference semantics.
Why might you override and change the move or copy operator of a class?
What are lvalues and rvalues? What is an rvalue reference?
What is the difference between static, dynamic, and automatic storage duration?
What are smart pointers (unique_ptr, shared_ptr, weak_ptr) and when to use each?
What is a memory pool and why might you use one in low-latency systems?
How does C++ memory model affect multithreaded code?
Explain copy elision and move semantics.
What is cache locality, and why does it matter in performance-sensitive systems?
Difference between deep copy vs shallow copy in terms of performance.
How would you profile C++ code for bottlenecks?
Explain differences between vector, list, deque, and array. When to use each?
What are unordered_map vs map, and when would you choose one over the other?
How would you design a low-latency messaging system in C++?
How would you minimize memory allocation in high-frequency trading?
How would you handle multi-threaded market data updates safely and efficiently?
Explain lock contention and strategies to reduce it in critical systems.
Design a system that processes millions of events per second with minimal latency.