Coding
Order Books

Price-Time Priority Book

Premium
Difficulty

Asked at Akuna Capital, IMC Trading, Hudson River Trading, Citadel Securities

Theory: Order Books and Matching

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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.

xxxxxxxx

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.

xxxxxxxxxxx

  • xx xx (xx^x) xxxxxxxx. xxxxxx xxx xxxxxxxx xxxxxxxx; xxxxxxxx xxxxxx xxx xxxx xx xxx xxxx xxxxx.
  • xxx xxxxxx xxxxxxxxxxx xxxx xxxxxx x xxxx xxxx xxxx xx xxxxxxxxx xx xxxx xxxxxxx xxxxxx xxxxxx xxxxxxx x,xxx xxxxx xxxxxx xxxxx x xxxxxx xxxxxx xx xxxxxxxxxx xxxxxx xxxxxx xx. xxxxxxxxxx xxx xxxxxxx xxxxxx (xx xxx xxxxx xxxxxx) xx xxxx xxx xxxx xxxxx xx xxxxx xxxxx xxxx xxx xxxxxx xx xxxx: xxxx xxxxx xxxxxx xx x xxxxxxxxx xxxx xxxxx xxxx-xxxxx xxxxxx, xxx xxxx xxxxxx xxxxxx xxxx xxxxx.
  • xxxxxx xxxxx xxxx-xxxxx-xxxxxxx: xx xxxxx xxx xxxxx xxxx xxx xxxxxxx xxxxx, xxxxxxxx xxx xx.

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Language: Pythonprocess_orders
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