代码题库

Quote Engine Active Set: Peak Concurrently-Live Quotes

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

Trade-Size Tier Histogram via Right-Inclusive Edges

Bucket-Sort P&L Histogram

Build Largest P&L Signal-Strength String

Canonical Ticker-Symbol Form — Cross-Venue Dedup

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

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

Consolidated Best-Bid Stream Across K Venue Quote Feeds

Count K-Tick Windows With Every Quote Inside the Tolerance Band

Count of Strictly-Positive Net-Inflow K-Period Windows

Counterparty Activity Shift: Largest Trade-Count Differential Across Two Sessions

Counterparty Gross-Notional Aggregator: Magnitude-Sorted Roll-Up

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

Days Until a Better PnL

Counterparty Rotation Indicator: Day-Over-Day Symmetric-Difference Series

Per-Side Dense-Rank Annotation for the Day's Blotter

Open-Order Dashboard Tile: Distinct Symbols Currently In Play

Fill Attribution by Parent Order ID

Find Third Largest Distinct

Fills-Audit Frequency Probe: First Order-ID Whose Lifecycle Hits Exactly k FIX Events

First Unique Character

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

Universal Tick Unit: GCD of Per-Venue Tick Sizes

Walking the Book: Greedy Minimum-Cost Fill

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 Divisible Pair (Sort + Scan)

Largest Volume Rectangle in a Histogram

Longest Consecutive Sequence (Hash Set)

Longest Palindromic Substring

Longest Substring Without Repeating Characters

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 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 Overlapping Quote-Validity Windows

Merge Two Sorted Lists — Iterative Two-Pointer

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

Min-Stack with O(1) get_min

Minimum Window Substring

Order-Event Footprint: Most-Frequent Consecutive Event-Pair

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

Next Depth-Jump within a Forward Window: Bounded-Distance Ratio-Threshold Scan over a Best-Bid-Depth Tape

Next Greater Quote Timestamp

Next Smaller Element Index

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

Peak Inventory Day After Batched Range-Update Trades

Linear-Interpolation Percentile of Trade PnL

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

Quartile Pack with IQR from Per-Period Returns

Rank Records by Multi-Key Tie-Break Rule

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

Roman Numeral to Integer

Running Cumulative Sum over a Stream

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

Online Stock Span

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

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

Stream Running Distinct Count

Streaming K-th Largest P&L

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

Reverse Words in a Sentence

Valid Palindrome (Alphanumeric, Case-Insensitive)

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

Aggregate Bottleneck Bid-Depth across All Contiguous Price-Band Sweeps (Depth-Uniformity Score)

Sum of Subarray Minimum P&Ls

Three-Stream Synchronized Triple Count Within Tolerance

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

Valid Anagram (Character Counts)

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