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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