Quant Interview Practice Questions

In high-frequency trading systems, communication between the market data thread and the trading strategy thread must occur with minimal latency. Traditional locks or blocking queues introduce unpredictable delays and context switches, which are unacceptable. A strictly wait-free Single-Producer Single-Consumer (SPSC) queue ensures that both the producer and consumer can complete their operations in a bounded number of steps, completely avoiding locks or blocking. Task Implement a bounded, stric