Stock Broker

hard · limit order book, price-time priority

Brief-reported interview attribution (unverified): Amazon

Implement a simplified stock exchange. Orders are placed for a symbol with a side ("buy"/"sell"), a price (whole dollars), and a quantity (shares). The exchange keeps a limit order book per symbol: bids (buy orders) and asks (sell orders). A new order matches against the opposite book by **price-time priority** — the best price first, the earliest order first among equal prices: a buy matches the lowest-priced ask at or below the buy price; a sell matches the highest-priced bid at or above the sell price. Each trade happens at the **resting order's price** (the order already in the book). A partially filled order rests in its own book with the remaining quantity; a fully filled order leaves no trace.

class StockBroker:
    def __init__(self):
    def place_order(self, symbol, side, price, quantity):
        # -> (order_id, trades) where trades = [{"buy_order":, "sell_order":, "price":, "quantity":}, ...]
        #    in the order they happened; (None, []) for a bad side, price <= 0, or quantity <= 0
    def book(self, symbol):
        # -> {"bids": [{"order_id":, "price":, "quantity":}], "asks": [...]}
        #    bids by price desc then order id asc; asks by price asc then order id asc
        #    ({"bids": [], "asks": []} for an unknown symbol)
    def cancel_order(self, order_id):
        # -> True if a resting order was cancelled, False otherwise
        #    (a fully filled order cannot be cancelled)

Rules. Order ids start at 1 and increase. A trade's quantity is min(remaining new quantity, resting quantity). A buy that cannot match at all rests as a bid; a sell that cannot match at all rests as an ask. book() returns copies, so callers cannot mutate the book.

Money units: order prices are whole dollars. Quantity is a count of shares.

Tests use explicit inputs and injected clocks/callbacks. No network, real threads or application-server execution is involved.

Public demo

# Public demo: run after implementing the class API above.
s = StockBroker()
print(s.place_order('AAPL', 'sell', 150, 10))

Starter code

class StockBroker:

    def __init__(self):
        """Initialize the state described in the problem."""
        pass

    def place_order(self, symbol, side, price, quantity):
        """-> (order_id, trades) where trades = [{"buy_order":, "sell_order":, "price":, "quantity":}, ...] in the order they happened; (None, []) for a bad side, price <= 0, or quantity <= 0"""
        pass

    def book(self, symbol):
        """-> {"bids": [{"order_id":, "price":, "quantity":}], "asks": [...]} bids by price desc then order id asc; asks by price asc then order id asc ({"bids": [], "asks": []} for an unknown symbol)"""
        pass

    def cancel_order(self, order_id):
        """-> True if a resting order was cancelled, False otherwise (a fully filled order cannot be cancelled)"""
        pass

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