代码题库

Arrival Price vs TWAP Decision under Alpha Decay

DAG Multi-Worker Topological Schedule

Fan-Out / Fan-In Coordination — Event Replay

Minimum Fee-Tier Selection to Cover a Target Volume Range

Walking the Book: Greedy Minimum-Cost Fill

Single-Session Child-Order Scheduling with FIX Reconfigure Gap

Maximum Child-Order Throughput With Per-Order Durations And A FIX-Session Gap

Maximum Concurrent Trades

Min Cancels for Quote Stability

Throttle-Window Compliance Replay: Minimum Order Cancels

Regime-Stability Segmentation — Fewest Bounded-Spread Runs Over A Return Stream

Position-Band Governance: Minimum Flatten-Resets to Stay Inside [-L, +L]

Hedge-Inventory Replenishment: Minimum Top-Ups to Stay Non-Negative

Minimum Routers with FIX-Session Setup Delay

Reactive POV Schedule with Min/Max Catch-Up Bounds

Priority-Driven Task Scheduling with Deps on a Worker Pool

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

TWAP Equal-Slice Schedule with Front-Loaded Residue

Inverse-Vol Portfolio with Position Cap

VWAP Tracking-Error P&L

VWAP Schedule Along a Volume Curve with Participation Cap