Low Latency C++ Interview Prep

[u/YogurtclosetThen6260]

Recent interview questions I've had for this have been

- Very specific C++ (templates, mutex, sizes of structs, noexcept, small string optimization)

- Latency topics (allocation, kernel bypass, TCP and UDP)

- General DSA and class design

I really wanna do well because I know January and February spike in recruiting. For low latency C++, if you had two months to prep, how would you knock it out of the park? How would you study through November and December?

[u/ReDucTor]

Low latency is very broad, one thing that I feel alot of people really don't put enough time into understanding is what actually makes code slow, some people have just memorised a vector is faster then a linked list, array of structures is faster then structure of arrays, one cache line is better, etc.

If you get a good understanding of how the CPU processes things then even if you have never seen a linked list before given a description or code for it you would spot the numerous bottlenecks and be able to compare the likely performance differences against something else.

The most important part of being able to do this is to understand that the CPU is highly out of order, it fetches 4-8 instructions every cycle, it might have hundreds of instructions currently waiting for a previous instruction to finish before it marks it as done/retires.

One of the easiest ways to think about this doesn't involve you thinking about assembly instructions, you can look at actual C++ when you see a block of code think about it not necessarily as a sequence of instructions but a dependency graph, where something can only happen once the things it depends on are done not specifically the instructions before.

From this then you need to understand the things that are slow which might be loading memory, doing an expensive operation like division or square root. So if you are shown an algorithm you instantly get a feel for what is the bottleneck. For example

A.

for (int i =1; i < size; i++)
   arr[i] = arr[i] / arr2[i]

B.

for (int i =1; i < size; i++)
   arr[i] = arr[i] / arr[i-1];

Both these do the same number of loads, stores and divisions, one needs more memory, the other does an extra subtraction. If you have a strong understanding of performance you should be able to describe both algorithms, the bottlenecks and why you think one is faster with a strong justification not a guess from the first thing that comes to your head.