I applied online. The process took 2 weeks. I interviewed at Unit 410 in Dec 2023
Interview
The interview was relatively straightforward.
The first part was a standard discussion with a recruiter.
The second part was a coding challenge. The challenge wasn't terribly difficult. However, the interviewer I had showed up late, kept his camera off the entire time, and clearly had young kids running around in the background and was distracted. It was one of the most uncomfortable interviews I've ever had and honestly would have been better had I just been solving the problem on a site that records the screen.
Interview questions [1]
Question 1
The question was to take a stream of buy/sell requests for an asset and put together an order book.
The structure of the data was this:
{ "type": "buy", "price": 10.0, "quantity": 0.3 }
{ "type": "buy", "price": 9.5, "quantity": 2.9 }
{ "type": "buy", "price": 9.0, "quantity": 0.1 }
{ "type": "buy", "price": 8.5, "quantity": 1.2 }
{ "type": "sell", "price": 10.5, "quantity": 2.4 }
{ "type": "sell", "price": 11.0, "quantity": 1.4 }
{ "type": "sell", "price": 11.5, "quantity": 1.3 }
{ "type": "sell", "price": 12.0, "quantity": 0.9 }
The question was:
Write some code to operate a fake order book that accepts buy and sell orders. Populate the orderbook with some buy and sell orders using price increments of 0.5 and pseudo-random values for the quantity. The end result should look similar to the example(s) above.
It should:
1. Update the state of the orderbook as appropriate.
2. Produce trades as appropriate.
