OA on the Longest Risk-Limited Trade-Log Window

Build an audit module for a high-frequency trading platform that processes an asynchronous, out-of-order data stream containing trade execution logs from multiple exchanges. The task is to reconstruct the chronological execution timeline for a specified exchange (target_venue), and find the maximum number of consecutive trade logs in a contiguous execution window that satisfies specific operation…

Shared by a candidate · reported Sep 2026. Interview formats change; use it as a guide, not a script.