Asked at IMC Trading
Theory: Order Books and MatchingRead the problem, hints and solution here. The editor needs a bigger screen: open this page on a laptop to write and run your code.
xxx xxxxxxx xxxxx xx xxx xxxxxxx xxxx xxxx xxx xxxxx, xxx xx xx xxx xxxxx xxx xxxxx xxx xx xxxxxxxx xxxxxxx. xxxxx xxxxxxxx xxxx xxxx xxx, xxxxxx'x xxxxxxx xxxxx, xxxxxxxx'x xxxxxxxxxx, xxx xxxxx xxxxxxx xxxxxxx, xxxxxxx xxx xxxx xxxxx: xxx xxxxx xxxxxxxxx xxxxx, xxx xxxxx xxx xxxx xxxx x xxxxxxxxx xxxxxx xx xxxx xxx xxxxxx xxxxxxx xxx xxxxxxxxx xx xxx xxxx xxxx xxxxxx xxx xxx xxxx xxxxxx.
xxxxxxxxx xxxxx_xxxxxxx(xxxx, xxxx, xxxxxx_xxx, xxxxxx_xxxx, xxxxxxxxx).
xxxx: xxxx xx (xxxxx, xxx) xxxxx xxxx, xxxx xxxxxxx xx xxx xx xx xxx
xxxxxxxxx xxxxx.xxxx: xxxx xx (xxxxx, xxx) xxxxx xxxxx, xxxx xxxxxxx xx xxxx xxxx xx xxx
xxxxxxxxx xxxxx.xxxxxx_xxx, xxxxxx_xxxx: xxxxx xxxxxx-xxxxx xxxxxxxx xx xxxx xxxx. x
xxxxxx xxxxx xxxx xxxxx xx xxxxxxxx xxxxx xxx xxxxxxx xxxx.xxxxxxxxx: xxx xxxxxxxxx xxxxx, xx xxxxxxxx xxx xxxxxxxx xxxxx.xx x xxxxxxxxx xxxxx ( x ):
[ x(x) = xxxxxx_xxx + xxx_{xxx_x xx x} xxx_x ] [ x(x) = xxxxxx_xxxx + xxx_{xxx_x xx x} xxx_x ]
xxxx xxxxxxxxxx xxxxxx ( x(x) = xxx(x, x) ) xxx xxxxxx xxxxxxxxx ( x(x) = x - x ).
xxx xxxxxxxxxx xxx xxx xxxxxx xxxx xxxxxx xx xxxxx xxxxxx. xxxxxx xxxxxx xx xxx xxxxxx xxxxxxxxxx: xxxx xxx xx xxxx xxxx xx xxxxx xxxxx.
xxxxxx xxxxx xxx xxxxxxxxxx xx xxxxx xxxxx, xx xxxxx:
x. xxxxxx. xxxxxxxx ( x(x) ).
x. xxxxxxxxx. xxxxx xxxxx, xxxxxxxx ( |x(x)| ).
x. xxxxxx xxxxxxxx. xx xxxxx xxxxx xxxxx xxxxxxxx xxx ( x > x ), xxxx
xxx xxxxxxx. xx xxxxx xxx xxx ( x < x ), xxxx xxx xxxxxx.
xxxxxxxx xxxxxx xxxx xxx xxxxx xx, xxxxxxxx xxxxxxx xxxx xx xxxx.
x. xxxxxxxxx. xxxxxxxxx xxxx xxx xxxxx xxxxxxx xx xxxxxxxxx, xxx xxx
xxxxx xxx xx xxx xxx xxxxxxx xxxxx.
xxxxxx (xxxxx, xxxxxx, xxxxxxxxx) xx xxx xxxxxx xxxxx, xxxx xxx xxxxxxxxx
xxxxxx. xx xxx xxxxxxx xxxxxxxxxx xxxxxx xx x, xxx xxxxxxx xxxx xxx xxxxx:
xxxxxx (xxxx, x, x).
xx xxxxx xxx xx xxxxx xxxxxx xx xxx, xxxxx xxx xx xxxxxxxxxx, xxx xxxxxx xxxxxx xxxxx xxxxxxx xxxx xxxxx xx xxx xxxxxxxxx xxxxx.
xxxxx_xxxxxxx([(xxx, x)], [(xxx, x)], xx, x, xxx)
# (xxx, x, x)
xxxxx_xxxxxxx([(xxx, xx)], [(xxx, xx)], x, x, xxx)
# (xxx, xx, x)
xx xxx xxxxx, xxx xxxxx xxxx xxxx xxx xxxxx: xxx xxxx xxx xx xxx xxx xxx xxxx xxxxx xx xxx. xxx xx xxxxxx xxxx xx xxxxx xx. xxxx xxx xxxxxx xx xxxxx xxxxx, xx xx xxx xxxxx xxx xx xxxxxx xxxxxxx x xxxxxxx, x xxxxx, xxx x xxxxxx xxxx xx xxxxxxxx.
xx xxx xxxxxx, xxxxxxxxxx xxxxxxx xxx xxx xxx xxxxxx xxx xxxx xx xxxx xxxx xxxx xxxxxxxxx. xxxxxx, xxxxxxxxx xxx xxxxxxxx xxx xxx xxxxxx, xx xxx xxxxxxxxx xxxxx xxxxxxx, xxx xxx xx x xxxx xxxx xxx xxxxx xxx xx x xxxx.
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