Design a Top-Ten Trade Query with Exact Amounts

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Quick Overview

Design a top-ten trade query around an explicit ranking contract, exact monetary aggregation, bounded heaps, timestamp boundaries, and mutable-score streaming tradeoffs.

Design a Top-Ten Trade Query with Exact Amounts

Company: Citadel Securities

Role: Software Engineer

Category: Software Engineering Fundamentals

Difficulty: medium

Interview Round: Technical Screen

Design a library that parses trade data and returns the top ten buys and sells. Explain the ranking contract, exact amount handling, object responsibilities, and a heap-based selection approach. ### Constraints & Assumptions The report does not state whether “top ten” means individual records, entities, quantities, or aggregated amounts, nor the time window or tie rule. Preserve those as required contract decisions. Do not invent a particular ranking metric or claim a unique output from the source alone. ### Clarifying Questions What is ranked and by which score? Are buys and sells separate lists? Is aggregation required? How are equal scores ordered? What data size, time tolerance/window, partial-fill, and streaming requirements apply? ### What a Strong Answer Covers Typed parsing, a separate scoring/aggregation policy, exact arithmetic, bounded top-k selection, deterministic ties once specified, and honest state costs for streaming updates. ### Follow-up Questions Why is a size-ten heap sufficient only after candidate scores are well defined? What changes if an entity's score can later increase or decrease? How can timestamp imprecision affect membership in a reporting window?

Overview: Design a top-ten trade query around an explicit ranking contract, exact monetary aggregation, bounded heaps, timestamp boundaries, and mutable-score streaming tradeoffs.

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Citadel Securities
Sep 18, 2026
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Design a library that parses trade data and returns the top ten buys and sells. Explain the ranking contract, exact amount handling, object responsibilities, and a heap-based selection approach.

Constraints & Assumptions

The report does not state whether “top ten” means individual records, entities, quantities, or aggregated amounts, nor the time window or tie rule. Preserve those as required contract decisions. Do not invent a particular ranking metric or claim a unique output from the source alone.

Clarifying Questions Guidance

What is ranked and by which score? Are buys and sells separate lists? Is aggregation required? How are equal scores ordered? What data size, time tolerance/window, partial-fill, and streaming requirements apply?

What a Strong Answer Covers Guidance

Typed parsing, a separate scoring/aggregation policy, exact arithmetic, bounded top-k selection, deterministic ties once specified, and honest state costs for streaming updates.

Follow-up Questions Guidance

Why is a size-ten heap sufficient only after candidate scores are well defined? What changes if an entity's score can later increase or decrease? How can timestamp imprecision affect membership in a reporting window?

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