Match Limit Orders with Price-Time Priority

Company: Two Sigma

Role: Software Engineer

Category: Coding & Algorithms

Difficulty: medium

Interview Round: Technical Screen

Overview: Implement a limit-order matcher that honors crossing rules, price-time priority, partial fills, and resting-order prices. Produce trades and final books in deterministic order while reasoning about data structures, large quantities, edge cases, and logarithmic processing.

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