TCP Socketry

Implementing a robust TCP socket message parser in C++

This hard coding problem is representative of the systems-level work expected at high-frequency trading firms, where correct protocol handling and efficient buffering are non-negotiable. You must implement a TCP socket that reconstructs complete messages from a stream that may arrive in arbitrary chunks, respecting a binary length-prefixed frame format.

The core challenge is managing an internal buffer that absorbs partial reads from an IDataProvider, correctly parsing the little-endian length header, and advancing the buffer state once each complete message is delivered to the callback. Strong solutions handle edge cases deliberately: fragmented messages that span multiple GetData calls, multiple back-to-back messages in a single buffer, endianness conversion, and graceful handling of the end-of-stream signal. Interviewers will probe your reasoning around buffer management, off-by-one errors in pointer arithmetic, and how you avoid losing or duplicating bytes between successive message boundaries.

• Binary protocol parsing and little-endian byte order
• Stateful buffering and partial data handling
• Loop control under streaming and EOF conditions
• Memory layout and pointer arithmetic in C++