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Route Across Venues

Difficulty

Asked at Citadel Securities, Virtu Financial

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xxx xxxx xxxxx xxxxxx xx x xxxxx xxxxxx xx xxxx, xx x xxx xxxxx xx xxx xxxx xxxxxxxx: xx xx xxxxxx, xxxxx xxxx xxxxx xxxxxx xxxxxx xxxxxxxxx xxxxxx xxx xxxxxxx xxx xxxx xxxxxxxxx. xxx xxxxxx xxxx xxxx xxx xxxxxxxxx xx xxx xx xxx xxx xxxxxx xx x xxxxxxx xxxxxx xxxxx xxxxxx xx xxxxxxxx xx xxxxx xxxxxxxx.

xxx xxxxxxx xx xxxx xxx xxxxxxxxx xxxxx xx xxx xxxx xxx xxx. xxxxxx xxxxxx x xxxx xxx xxx xxxxx xx xxx, xxx xxxxxxxx xxxxxx xx xxx xxxxxxxx xxx xxx xxx x xxxxxx xxx xxxxxx. xx xxx xxxxx xxxxxxx xxx xxxx xxxxx xx xxx xxxxxx xxx xxxxxxxx xxxxx xx xxx.

xxxxxxxxx xxxxx_xxxxxx(xxxxxx, xxxxxxx).

xxxxxx xx xxx xxxxxxxxxxxx xxxx, xxx xxxxx xxx xxxxx xxx xxxxx xxxxx: (xxxxx, xxxxx, xxxx, xxx). xxxxx xx xx xxxxx xxxxx, xxxx xx xxx xxxxxx xxxxxxxxx, xxx xxx xx xx xxxxxx xx x xxxx xxx xxxxx, xxxxxx: xxxxxxxx xx xxxxxxx xx xxx, xxxxxxxx xx x xxxxxx xxxx xx xxx.
xxxxxxx xx x xxxx xx xxx xxxxxxxxxx, xxxxxx xxx xxxxx xxxxxxx. xxxx xxxxxx xxxxxxxx xxxxxxxxx xxxx xxxxxxxxxxx, xx x xxxxx xxxxxx xxxx xxxx xxxx xx xxxx.

xxx xxx-xx xxxx xx x xxxxx xx ( xx xxxxx xxxxx + xxx ), xx xxxxxx xx x xxxx. xxxxx xxx xxxx xx xxxx xxxxx, xxxxxxxx xxxxx, xxxxxx xx xxxx xx xxxx xxxxx xxxxx xxxxx xxx xxxxxx xx xxxxxx xx xxx xxxx xxxx xxx. xxxxx xxxx xx xxxxxx xxxxxxxxxx xxxxxxxxx xxxx xxxxx, xxxx xx xxxxx xxxx xxxxxxxxx.

xxxxxx xxx (xxxxxx, xxxx, xxxxxx_xxxxxxx) xxx xxxxxx, xx xxxxx:

xxxxxx xx xxx xxxx xxxxxx xxx xxxxxx xxx, xxxxx xxx xx xxxxx.
xxxx xx xxx xxxxx xxxx xx xxxxxx xx x xxxx, xxxxxxx.
xxxxxx_xxxxxxx xx xxx xxxx xxxxxxxx xxxxxx xxxxxxxx xxx xx xx.

xxxxxxxx

xxxxxx = [('xxxx', xxxx, xxx, x), ('xx', xxxx, xxx, -x),
          ('xxxx', xxxx, xxx, x), ('xxxx', xxxx, xxx, x)]

xxxxx_xxxxxx(xxxxxx, [xxx, xxx, xxxx, xxx])
# [(xxx, xxxxxxx, x), (xxx, xxxxxxx, x), (xxx, xxxxxxx, x), (x, x, x)]

xxxxx xxxxxx xxxx xxxx xxx xxx xxxxx xxxx, xx xxxxx xxxxx xxxxxx xxxxx xxx xxxxx xxxxx. xx xx xxxxxxxx xxx xxxx x.x xxxxx x xxxxx, xxxxxx xx xxx xxxxxxxx xx xxxxx xxxxxxx xxxxx xxx xxx xxxxx xxx, xx xxx xxxxx xxxxxx xxxxx xxx xxx xxxxx xxx xxx xxxxxxxxx xxx xxxx xxxx, xxxxx xxxxx xxxx xx xxx xxxx xxx-xxxxx.

xxx xxxxxx xxxxxx xxxxxxxx xxxx, xxxxx xxx xx xxxx, xxx xxxxxxx xxx xx xxx xx xxx xxx xxxxxx xx xxxx xx xxxx. xxx xxxxx xxxx xxxx'x xxxx xxx xxx xx xxxx. xxx xxxxxx xxxxxxx xx xx xxxxx xxxx xxx xxxxx xxxxxxx.

xxxxxxxxxxx

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

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Language: Pythonroute_orders

def route_orders(quotes, parents):
    """..."""
    # ...
    pass

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