Implement a Simple Stock Exchange | Dataford Interview Questions

How would you implement a simple stock exchange matching engine?

Process orders in arrival order using price-time priority. Each order has a unique order_id, a side ("buy" or "sell"), an integer price, and an integer quantity.

Implement match_orders(orders). Return a dictionary containing trades, in execution order, and book, containing all remaining orders sorted by descending buy price and ascending sell price. A buy matches the lowest-priced sell when buy_price >= sell_price; a sell matches the highest-priced buy when sell_price <= buy_price. Execute each trade at the resting order's price.

Constraints

1 <= len(orders) <= 5000
Each order contains a unique string order_id
side is either "buy" or "sell"
1 <= price <= 10^9
1 <= quantity <= 10^9
Orders are processed in the given arrival order
All quantities and prices are integers

Function Signature

def match_orders(orders):

Your question is Implement a Simple Stock Exchange. 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

How would you implement a simple stock exchange matching engine?

Process orders in arrival order using price-time priority. Each order has a unique order_id, a side ("buy" or "sell"), an integer price, and an integer quantity.

Constraints

1 <= len(orders) <= 5000
Each order contains a unique string order_id
side is either "buy" or "sell"
1 <= price <= 10^9
1 <= quantity <= 10^9
Orders are processed in the given arrival order
All quantities and prices are integers

Function Signature

def match_orders(orders):

Your question is Implement a Simple Stock Exchange. 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.