Merge K Timestamp-Sorted Price Feeds into a Running Absolute Price
Company: Citadel
Role: Software Engineer
Category: Coding & Algorithms
Difficulty: medium
Interview Round: Technical Screen
Overview: Merge K price-event feeds, each already sorted by timestamp, into one chronological stream and return the running absolute price after every event, starting from zero. It tests merging sorted sequences efficiently, a deterministic tie-break for equal timestamps by feed index and then in-feed order, negative deltas, empty feeds, and 64-bit accumulation.
Read the full Citadel Software Engineer interview experience this question came from