代码题库

As-of Merge — Trades against Quotes

Closest Trade Pair to Target Notional

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

Earliest K-Period Window Whose Cumulative Return Meets A Sum Target And Whose Worst Single Period Stays Above A Floor

Earliest K-Day Window Whose Population Variance Strictly Exceeds A Spike Threshold

Forward-Fill Missing Minutes Within a Trading Session

Limit-Order Fill Simulation against High-Low Bars

Longest Contiguous Window of Volumes Within an Impact Budget

Longest Trailing Window Whose Absolute-Return Sum Stays Within a Volatility Budget

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

Merge Two Trade Tapes

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

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

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

Longest Stable-Volatility Regime via Rolling Sample-Stddev Sliding Window

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

Shortest Contiguous Window Whose Absolute-Return Sum First Reaches a Stress-Budget Target

Shortest Window Containing K Magnitude Spikes in a Return Stream

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

Three-Stream Synchronized Triple Count Within Tolerance

Aggregate a Trade Tape Into Per-Bucket OHLCV Bars

Rolling Hit-Rate of Strictly-Positive Returns over a Fixed-Size Window