Quick Overview

Review a single-symbol order book implementation prompt with insert, modify, cancel, and price-level lookup callbacks. The interview topic focuses on side-specific best prices, aggregating quantities by price, active order tracking, and stateful API design.

Maintain Price Levels For A Single-Symbol Order Book

Company: Optiver

Role: Software Engineer

Category: Coding & Algorithms

Difficulty: medium

Interview Round: Technical Screen

Overview: Review a single-symbol order book implementation prompt with insert, modify, cancel, and price-level lookup callbacks. The interview topic focuses on side-specific best prices, aggregating quantities by price, active order tracking, and stateful API design.

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