Quote Handler for Multiple Exchanges | Dataford Interview Questions

Given multiple exchanges and multiple symbols, code a quote handler and a query function to retrieve the last quote for a given symbol.

Implement quote_handler(events, queries). Each event is [exchange, symbol, timestamp, bid, ask]; events may arrive out of timestamp order. Return one quote for each queried symbol, selecting the greatest timestamp across exchanges, with later input winning ties. Return None for an unknown symbol. The output quote must retain its original five-field format.

Constraints: 1 <= len(events) <= 5000, 0 <= len(queries) <= 5000, and timestamps, prices, exchange names, and symbols are valid comparable values.

Constraints

1 <= len(events) <= 5000
0 <= len(queries) <= 5000
Each event has the form [exchange, symbol, timestamp, bid, ask]
Events may arrive out of timestamp order
For equal timestamps, the later event in the input wins
Return values must preserve the original quote format

Function Signature

def quote_handler(events, queries):

Your question is Quote Handler for Multiple Exchanges. Start with the requirements in the Question tab.

Run and submit as often as you like. When you're ready, talk me through your approach or go straight to the code.

Problem

Given multiple exchanges and multiple symbols, code a quote handler and a query function to retrieve the last quote for a given symbol.

Constraints: 1 <= len(events) <= 5000, 0 <= len(queries) <= 5000, and timestamps, prices, exchange names, and symbols are valid comparable values.

Constraints

1 <= len(events) <= 5000
0 <= len(queries) <= 5000
Each event has the form [exchange, symbol, timestamp, bid, ask]
Events may arrive out of timestamp order
For equal timestamps, the later event in the input wins
Return values must preserve the original quote format

Function Signature

def quote_handler(events, queries):

Your question is Quote Handler for Multiple Exchanges. Start with the requirements in the Question tab.

Run and submit as often as you like. When you're ready, talk me through your approach or go straight to the code.