Asked at Akuna Capital, IMC Trading, Hudson River Trading, Citadel Securities
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.
xxxx xx xxx xxxxxxxxx xxxxxxxx xx xxxxxx-xxxxxx xxxxx: xxxxx xxx xxxxxxxx xxxxxx. xxxxx xxxxxxxx, xxx xxxxx xxxx'x xxxxxxxx xxxxxxxxx, xxx xxx xx xxxxx xx xxx xxxx. xxx xxxx xxxxxxxxx x xxxxxx-xxxxxxxxxx xxxxx xxxxx xxxx xxxx xxxxx-xxxx xxxxxxxx, xxx xxxxxxxx xxxxxxxxxx xxxx xx xxxxxxxxxxx xxxxx xxxxxxxxxx xxxxxxxx.
xxx xxxxxxx x xxxx xx xxxxx xxxxxxxx, xx xxxxxxx xxxxx. xxxx xxxxxxx xx xxx xx:
("xxxxx", xxxxx_xx, xxxx, xxxxx, xxx): x xxxxx xxxxx xxxxxxx. xxxx xx
"x" (xxx) xx "x" (xxxx), xxxxx xx xx xxxxxxx xxxx, xxx x xxxxxxxx
xxxxxxx. xxxxx_xx xxxxxx xx xxxxx xxxxxx xxx xxxxxx.("xxxxxx", xxxxx_xx): xxxxxx xxx xxxxx'x xxxxxxxxx xxxxxxxx xxxx xxx
xxxx. xxxxxxxxxx xx xxxxxxx, xxxxx xxxxxx, xx xxxxxxx-xxxxxxxxx xxxxx xx x
xx-xx.xxxxxxxx xxxxx, xxxxxxxxx:
x. xx xxxxxxxx xxx xxxxxxx xxxxx xxx xxxxx xx >= xxx xxxx (xxxxxx) xxx
xxxxx; xx xxxxxxxx xxxx xxxxxxx xxxxx xxx xxxxx xx <= xxx xxxx (xxxxxxx)
xxx xxxxx.
x. xxxxx xxx xxxxxxxx xxxxx xxx xxxxxxxxx xxxxxxxx xxx xxx xxxx xxxxxxx, xx
xxxxx xxxxxxx xxxxxxx xxxxxx xx xxx xxxx xxxxxxxx xxxxx xxxxx, xxx
xxxxxx x xxxxx xxxxx xx xxxx xxxxx xx xxxxxxx (xxxx xxxxxxxx).
x. xxxx xxxx xxxxxx xxx(xxxxxxxx xxxxxxxxx, xxxxxxx xxxxxxxxx) xxx xxxxxxxx
xx xxx xxxxxxx xxxxx'x xxxxx, xxx xxx xxxxxxxx xxxxx'x.
x. x xxxxxxx xxxxx xxxxxxxxx xxxxxx xxxxx xxx xxxxx xxxxxxxx xxx xxx
xxxxxxxxx. xxxx xxx xxxxxxxx xxxxx xxxxx xxxxxxxx (xx xxx xxxxxxxx xxxx
xxxxxxx), xxx xxxxxxxxx xxxxxxxx xxxxx xx xxx xxxx xx xxx xxxxx xxxxx,
xxxxxxx xxx xxxx xx xxxx xxxxx xxxxx'x xxxxx.
xxxxxxxxx xxxxxxx_xxxxxx(xxxxxx) xxxxxxxxx xxx xxxx xx xxxxx xx xxxxxxxxx
xxxxx, xxxx xxxx x xxxxx (xxx_xxxxx_xx, xxxx_xxxxx_xx, xxxxx, xxx),
xxxxxxxxxx xx xxxxx xxxx xxx xxx xxxxxxxx xxxxx.
xxxxxxx_xxxxxx([("xxxxx", x, "x", xxx, x), ("xxxxx", x, "x", xxx, x), ("xxxxx", x, "x", xxx, x)])
# [(x, x, xxx, x), (x, x, xxx, x)]
# xxx xxx xxx x xxxxx xxx xxxx xxx (xxx) xxxxx, xxxx xxx xxx xxx; xxxx xxxx
# xxxxxx xx xxx xxxxxxx xxxxx'x xxxxx.
xxxxxxx_xxxxxx([("xxxxx", x, "x", xxx, x), ("xxxxx", x, "x", xxx, x), ("xxxxx", x, "x", xxx, x)])
# [(x, x, xxx, x), (x, x, xxx, x)]
# xxx xxxx xxx x xxxx xxx xxx xxx xxxxx xx xxxx xxxxxxxx: xxxxx x xxxxx,
# xxxx xxxxx x xxxxxxxxx; xxxxx x xxxxx x xxx xxxxxxx xx xxx.
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