SPSC Lock-Free Ring Buffer - Quant Developer Interview Question
Difficulty: Hard
Category: concurrency
Asked at: Akuna, Jump Trading, DRW, Optiver, HRT
Topics: concurrency, atomic, lock-free, memory-model
Problem Description
Passing market data between network threads and strategy threads requires minimal latency and zero locking overhead. A Single-Producer Single-Consumer (SPSC) lock-free ring buffer utilizes atomic operations with explicit memory fences to ensure data consistency across different CPU architectures, including those with weak memory models like ARM. This data structure is fundamental for high-frequency trading applications where standard mutex-based synchronization introduces unacceptable delays.
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