Your question is Millisecond-Accurate Trade Join. Take a moment with it on the right.
Talk me through your thinking if you like. When you're confident, submit your answer and I'll grade it like a real screen (7/10 or better passes).
Given two large, unsorted datasets representing order books and trade logs, perform an efficient join to align trades with the prevailing market state at the millisecond level for Jane Street’s market data.