Process exchange prints, volume checks, and client orders

Quick Overview

This question evaluates a candidate's ability to implement real-time stream processing, sliding-window aggregation for time-based volume calculations, stateful event handling of market prints, and constrained order execution logic (participation-rate enforcement and use of latest trade price).

Process exchange prints, volume checks, and client orders

Company: Voleon

Role: Software Engineer

Category: Coding & Algorithms

Difficulty: hard

Interview Round: Onsite

Overview: This question evaluates a candidate's ability to implement real-time stream processing, sliding-window aggregation for time-based volume calculations, stateful event handling of market prints, and constrained order execution logic (participation-rate enforcement and use of latest trade price).

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Voleon
Sep 6, 2025
hardSoftware EngineerOnsiteCoding & Algorithms
52
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