代码题库

Quote Engine Active Set: Peak Concurrently-Live Quotes

Arrival Price vs TWAP Decision under Alpha Decay

Binary-State Strategy — Best PnL With Post-Exit Cooldown

Build Largest P&L Signal-Strength String

Pre-Aggregation Bucket Labels: Canonical-Form Group IDs for Multi-Venue Symbols

Closer-Stronger Bid Distance (Bidirectional): Min of Prev / Next Strictly-Higher Bid

Compact a Ring-Buffer of Ticks into Evenly-Bucketed Time Slices

Consolidated Best-Bid Stream Across K Venue Quote Feeds

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

Cross-Feed Cumulative-Count Lead Exchanges

Worst Cross-Feed Closest-Match Paired Lag

Cross-Feed Tick Match Count Within Tolerance Window

Cross-Feed Unmatched Tick Counts Per Side Within Tolerance

Deduplicate a Replayed Tick Stream by (ts, exchange-seq), Latest-Ingest Wins

Open-Order Dashboard Tile: Distinct Symbols Currently In Play

Downsample a Tick Stream into OHLCV Bars (Right-Closed)

FIX-Style Trailing Checksum Verify: Trinary Label Per Pipe-Delimited Message

FIX-Style Tag Extract: First Value for a Numeric Tag in a Pipe-Delimited Message

Forward-Fill Missing Minutes Within a Trading Session

Universal Tick Unit: GCD of Per-Venue Tick Sizes

Walking the Book: Greedy Minimum-Cost Fill

Iceberg Order Book — Replenishment & Fills

Post-Trade Impact Attribution Across Venues with a Cross-Venue Interaction

Incremental Largest Cluster Size: Streaming Union-Find on a Factor-Pair Edge Tape

Insert and Merge Order-Book Price-Level Intervals

Inverse Percentile Rank of Daily PnL Against Reference Distribution

Largest Volume Rectangle in a Histogram

Limit-Order Fill Simulation against High-Low Bars

Linear Market-Impact Cost of a Child-Order Schedule

Longest Consecutive Sequence (Hash Set)

Single-Session Child-Order Scheduling with FIX Reconfigure Gap

Maximum Total Reward From Timestamped Trade Candidates Under A Compliance Hold-Period Gap

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

Merge Per-Day Bar Shards into a Sorted Timeseries

Merge K Quote Streams with Lineage

Merge K Per-Venue Trade Tapes Into One Chronological Stream

Top-N Recent Items From Per-Source News Feeds

Throttle-Window Compliance Replay: Minimum Order Cancels

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

Tape-Anomaly Detector: Most-Repeated Trade Fingerprint

End-of-Day Net Positions from a Raw Trade Tape

Time-to-New-All-Time-High: First Future Index Strictly Above the Running Peak

Online Cumulative Bollinger Bands: Welford-Recurrence Band-Pair Stream

Online Z-Score Outlier Flagger: Welford-Cumulative Anomaly Detection on a Tick Stream

Router Reliability Check: Count Orphan Cancellations

Pancake Sort: Flip Sequence

Linear-Interpolation Percentile of Trade PnL

Reactive POV Schedule with Min/Max Catch-Up Bounds

Pre-Trade Multi-Leg Impact Budget Check (Square-Root Model)

Prev-Stronger Bid Distance: Time Since the Last Strictly-Higher Bid Print

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

Removing K Digits — Smallest Result

First-Update-After-Stale-Period Flags on a Quote-Update Timestamp Stream

Live Trade-Rate Count over a Half-Open Lookback Sliding Window

Minute-Bar Range Monitor via Dual-Deque Sliding Max-Minus-Min

Counterparty Diversity Diagnostic: Running Distinct Counterparty Count

Running Unbroken-Bid Stack Sum: Cumulative Support of Still-Standing Prior Bids

Shortest Window Containing K Magnitude Spikes in a Return Stream

Size-Weighted Median Fill Price

Sliding Window Max of Quotes

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

Online Stock Span

Per-Strategy P&L Bookkeeping with Mark-to-Market

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

Total Uniform-Fill Shares across Every Order-Book Level Range

Sum of Subarray Minimum P&Ls

Three-Stream Synchronized Triple Count Within Tolerance

Tick Buffer — Binary-Search Lookup and Range Scan by Timestamp

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

Aggregate a Trade Tape Into Per-Bucket OHLCV Bars

Trailing High-Watermark Span: Per-Tick Consolidation Length on a Synthetic Tape

Trapping Volume Between Local-Max Quotes

TWAP Equal-Slice Schedule with Front-Loaded Residue

VWAP Tracking-Error P&L

VWAP Schedule Along a Volume Curve with Participation Cap

Sliding-Window Argmin Offset: Per-Window Position of the Minimum Price Relative to the Window Left Edge