Difficulty: Medium
Category: Number Theory & Algorithms
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: data-structures, algorithms, order-book, trading, hashmap, treemap
You are building an order book for a high-frequency trading system. The order book needs to efficiently support the following operations: 1. Insertion: Adding new orders at specific price levels. 2. Best Bid/Ask Retrieval: Quickly finding the highest bid price and the lowest ask price. Price levels are represented as keys. You are considering using either a HashMap or a balanced Binary Search Tree (BST), such as a TreeMap, to store the price levels and their corresponding orders. Why is a bala
Practice this medium trader interview question on MyntBit - the all-in-one quant learning platform with 200+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.