Tag: streaming

Interview Questions

• Keep the latest version of each amended fill
• Collapse repeated heartbeat quotes
• First order id the feed re-sends
• Aggregate partial fills per order in arrival order
• Deduplicate a replayed order stream
• Exponential moving average of a tick stream
• Pick one item uniformly from a stream
• k-th largest element in a price stream
• Median of a sliding window
• A median structure that can also remove its median
• Merge k sorted price feeds
• Running median with two heaps
• Smallest range covering all k lists
• The k pairs with the smallest sums
• Merge k sorted streams lazily
• Rolling maximum of the last k ticks
• How many fills in the last five minutes?
• An exponentially weighted price average
• Running mean and variance from a stream
• Moving average from a stream
• Pick one uniformly random item from a stream
• Return a random node's value from a linked list you can only read once
• Weighted reservoir sampling in one pass
• Return a uniformly random index of the maximum in a stream
• Reservoir sampling from a stream
• Streaming variance without storing the data
• Streaming variance without the sum of squares
• Overflow-safe midpoint and running mean
• Minimum of every sliding window
• Days until a higher price
• The stock span problem
• Maximum of every sliding window
• Sort a nearly-sorted tick stream