## Problem Implement a limit order book for a single trading pair. Support: - `place_order(order_id, side, price, quantity)` - add a limit order (`"buy"` or `"sell"`). - `cancel_order(order_id)` - remove the order. - `get_best_bid() -> float` - highest buy price with resting quantity. - `get_best_ask() -> float` - lowest sell price with resting quantity. - Automatically match orders when best bid >= best ask. ```python class OrderBook: def place_order(self, order_id: str, side: str, price: float, qty: int): ... def cancel_order(self, order_id: str): ... def get_best_bid(self) -> float: ... def get_best_ask(self) -> float: ... def get_trades(self) -> List[dict]: ... ``` **Example:** ``` ob = OrderBook() ob.place_order("o1", "buy", 100.0, 10) ob.place_order("o2", "sell", 99.0, 5) # crosses -> trade 5 @ 100.0 ob.get_best_bid() -> 100.0 # 5 remaining on o1 ob.get_trades() -> [{"buy": "o1", "sell": "o2", "price": 100.0, "qty": 5}] ``` ## Follow-ups 1. What data structures give O(log n) insert/delete and O(1) best-bid/ask lookup? 2. How do you handle price-time priority (FIFO within same price level)? 3. How would you extend to market orders and stop orders? 4. What guarantees do you need to make the matching engine thread-safe?

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Orderbook - Implement a Limit Order Book with Matching Engine

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Problem Implement a limit order book for a single trading pair. Support: place_order(order_id, side, price, quantity) - add a limit order ("buy" or "sell"). cancel_order(order_id) - remove the order. get_best_bid() -> float - highest buy price with resting quantity. get_best_ask() -> float - lowest sell price with resting quantity. Automatically match orders when best bid >= best ask. Example: Follow-ups What data structures give O(log n) insert/delete and O(1) best-bid/ask lookup? How do you ha…

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Orderbook - Implement a Limit Order Book with Matching Engine

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