Low-Latency Tagged Union - Quant Developer Interview Question
Difficulty: Hard
Category: memory_optimization
Asked at: Jump Trading, Tower Research, Citadel Securities, Optiver, HRT
Topics: c++, memory-management, union, low-latency
Problem Description
Minimizing cache misses and memory allocations is critical in high-frequency trading systems to reduce latency. A Tagged Union, or Variant, optimizes memory layout by storing different message types in a contiguous block, avoiding the pointer indirection and vtable lookups associated with standard polymorphism. This structure requires manual object lifetime management and strict type safety to ensure data integrity without the overhead of standard library containers.
Task
Implement the MarketVa
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