Sort trade executions into a canonical order

Q: Sort trade executions into a canonical order

This question evaluates a candidate's ability to enforce deterministic ordering and data normalization of time-series trade execution records, testing competencies in multi-key sorting, tie-breaking logic, and performance with large inputs.

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Question

You are building a small component in a trading system that consumes trade execution records from an upstream feed. The records may arrive out of order.

Each trade record has:

trade_id (string, unique)
symbol (string)
ts (integer timestamp in milliseconds)
price (integer, in ticks)
qty (integer, > 0)
side ( "B" or "S" )

Task: Implement a function that takes an array of trade records and returns them sorted in a deterministic “canonical” order:

Increasing ts
If ts ties, increasing symbol (lexicographic)
If still tied, increasing trade_id (lexicographic)

Input/Output:

Input: list of trade records
Output: the same records sorted by the rule above

Constraints (assume):

Up to 2e5 trades
trade_id values are unique
Sorting must be deterministic

Follow-up (optional): Describe how you would handle the case where trade_id is not guaranteed unique (duplicates/replays).

Sort trade executions into a canonical order

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