代码题库

Build Largest P&L Signal-Strength String

Consolidated Best-Bid Stream Across K Venue Quote Feeds

Cross-Tape Buy-Above-Sell Routing-Quality Alert Count

Cross-Feed Tick Match Count Within Tolerance Window

Earliest End-Day Reaching A Cumulative Inventory Target From Each Starting Day

Greenwald-Khanna Streaming Quantile Summary

Historical Scenario Replay: Worst-K Rolling-Window PnLs

Iceberg Order Book — Replenishment & Fills

Insert and Merge Order-Book Price-Level Intervals

Inverse Percentile Rank of Daily PnL Against Reference Distribution

Merge K Quote Streams with Lineage

Merge K Sorted Trade Streams

Merge K Per-Venue Trade Tapes Into One Chronological Stream

Top-N Recent Items From Per-Source News Feeds

Online Median of Slippage

Pancake Sort: Flip Sequence

Quantile Estimate from Pre-Bucketed Histogram Counts

Price-Time Priority Queue — Order Book Replay

Pro-Rata Allocation — Single-Level Fill Distribution

Quartile Pack with IQR from Per-Period Returns

Queue Position Fill Probability — Closed-Form Under Poisson Arrivals

Rank-Disagreement Count: Pairwise Inversions Between Expected and Realized Strategy Rankings

Realign K Trade Tapes to a Global Clock with Per-Tape Offsets

Size-Weighted Median Fill Price

Multi-Level SOR with Stale-Quote Re-Routing — Event Replay

Min-Venue-Count Smart Order Routing with Fee-Tier Crossing Penalty

SOR Across Replenishing Iceberg Venues — Event Replay

Fee-Aware Static Smart-Order Routing Across Venues

Strategy Leaderboard: Top-K by Sharpe with Lexicographic Tie-Break

Running VWAP Across Merged K-Venue Trade Tapes

Streaming Median Over a Fixed Time Window

Streaming Running Mode — Most-Frequent Value with Lazy-Deletion Heap

Streaming Top-K Tickers by Notional

Top K PnL Days So Far

TCA Worst-K Fills: Top-K Slippage with Stable Arrival-Seq Tiebreak

Aggregate a Trade Tape Into Per-Bucket OHLCV Bars