Design stock price time-series store and query

## Problem Design a platform that stores stock prices over time and can be queried later. ### Core functionalities 1. **Ingest price**: The system receives events of the form: - `ticker` (string, e.g., `AAPL`) - `price` (decimal) - `timestamp` (event time) 2. **Query price**: Given a `ticker` and a `timestamp`, return the price for that ticker at that time. ### Clarifications to address in your design (state assumptions) - If there is **no price exactly at that timestamp**, should the system return: - the most recent price **at or before** the timestamp (common), or - “not found” unless there is an exact match? - Expected scale: number of tickers, events/sec, retention (e.g., 1 day vs 10 years). - Latency targets for reads/writes. - Handling out-of-order events, duplicates, and clock skew. ## Deliverables - High-level architecture (write path + read path). - Data model and storage choice. - APIs. - Partitioning/indexing strategy. - Consistency, availability, and failure-handling tradeoffs.