Design a low-latency trading platform

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Quick Overview

This question evaluates a candidate's ability to design a low-latency, real-time trading system, covering competencies in distributed systems, streaming market data ingestion, order management, pre-trade risk checks, fault tolerance, monitoring, and support for simulation/backtesting.

Design a low-latency trading platform

Company: Citadel

Role: Software Engineer

Category: System Design

Difficulty: hard

Interview Round: Onsite

Overview: This question evaluates a candidate's ability to design a low-latency, real-time trading system, covering competencies in distributed systems, streaming market data ingestion, order management, pre-trade risk checks, fault tolerance, monitoring, and support for simulation/backtesting.

Read the full Citadel Software Engineer interview experience this question came from

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Citadel
Jan 26, 2026
hardSoftware EngineerOnsiteSystem Design
27
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