Process exchange prints, volume checks, and client orders

Company: Voleon

Role: Software Engineer

Category: Coding & Algorithms

Difficulty: hard

Interview Round: Onsite

Quick Answer: 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).