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Skip List for Sorted Order Book Price Levels

Medium · data_structures · Quant Developer interview question · skip-list, std-set, order-book, data_structures, sorted-set, best-bid-ask

A skip list is a probabilistic data structure that provides O(log n) expected time complexity for search, insertion, and deletion operations. In quantitative finance, skip lists are often used to implement order books due to their efficiency in maintaining sorted price levels and quickly finding the best bid (max price) and best ask (min price). This problem simulates the core functionality of managing sorted price levels using a structure with similar performance guarantees. Task Implement the