Rate-Limited PubSub
What this preview is
Rate-Limited PubSub is a medium quant coding problem on language knowledge in Cpp / Python, asked at Quant.
- Difficulty
- Medium
- Topic
- Language Knowledge
- Discipline
- Quant development
- Languages
- Cpp / Python
Implementing a rate-limited publish-subscribe system
This medium-difficulty coding problem tests your ability to design and implement a distributed messaging system with rate-limiting constraints—a core concern at quantitative trading firms where market-data feeds can overwhelm downstream consumers. The challenge lies in balancing correct subscription management, efficient message delivery, and accurate rate-limit tracking across a sliding time window.
A working solution requires careful bookkeeping: maintaining subscriber-to-topic mappings, tracking message counts per subscriber within the active time window, and enforcing a global (not per-topic) rate limit. You'll need to handle window expiry correctly as time advances, manage subscriptions and unsubscriptions, and silently drop messages when a subscriber hits their quota—without affecting other subscribers to the same topic.
- Sliding-window rate limiting and timestamp-based expiry
- Efficient data structures for topic subscriptions and message counts
- State management under sequential time progression
- Edge cases: duplicate subscriptions, unsubscribe during window, window boundary conditions
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