Quant Interview Practice Questions

Rate limiting is a critical component in algorithmic trading systems and exchange gateways, preventing infrastructure from being overwhelmed by unexpected bursts of traffic such as misconfigured algorithms submitting excessive orders. The Leaky Bucket algorithm acts as a strict meter that smooths out these bursts by processing requests at a constant, continuous rate. Task Implement a LeakyBucket class that rate limits incoming requests.

• LeakyBucket(double capacity, double leak_rate): Initial